+6,352.9%
SO vs LEN
+11,627.0%
-5,274.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.9% | +1.1% |
| 7D | -1.1% | +0.6% | -1.7% | -1.2% |
| 30D | +8.6% | +19.4% | -10.8% | +6.9% |
| 3M | +1.8% | +4.5% | -2.7% | +1.2% |
| 6M | +3.6% | +4.9% | -1.3% | +2.9% |
| YTD | +9.9% | -8.9% | +18.9% | +10.2% |
| 1Y | +5.7% | -23.0% | +28.7% | +7.3% |
| 3Y | +52.5% | -16.7% | +69.2% | +52.7% |
| 5Y | +77.3% | -4.5% | +81.8% | +74.0% |
| 10Y | +186.8% | +162.2% | +24.6% | +155.0% |
| All | +6,352.9% | +11,627.0% | -5,274.1% | +4,595.4% |
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