+5,976.4%
SO vs LEN
+10,533.4%
-4,557.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.7% |
| 7D | -0.2% | -3.2% | +3.0% | +0.1% |
| 30D | -4.6% | -4.9% | +0.3% | -4.2% |
| 3M | -3.0% | -8.5% | +5.5% | -2.5% |
| 6M | -8.3% | -20.7% | +12.4% | -6.7% |
| YTD | +3.5% | -17.4% | +20.9% | +4.8% |
| 1Y | -0.9% | -38.2% | +37.3% | +2.5% |
| 3Y | +45.4% | -24.9% | +70.2% | +46.9% |
| 5Y | +59.6% | -11.4% | +71.1% | +57.8% |
| 10Y | +156.6% | +110.0% | +46.6% | +132.1% |
| All | +5,976.4% | +10,533.4% | -4,557.1% | +4,364.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling