+42.0%
SOFI vs LEN
+17.1%
+24.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.5% | -0.6% |
| 7D | -4.9% | -4.8% | -0.2% | -2.3% |
| 30D | -3.5% | -6.6% | +3.1% | +0.3% |
| 3M | +3.9% | -15.7% | +19.6% | +13.8% |
| 6M | -6.5% | -16.6% | +10.1% | +2.9% |
| YTD | -33.8% | -21.3% | -12.5% | -26.1% |
| 1Y | -33.3% | -42.0% | +8.8% | -11.5% |
| 3Y | +94.6% | -27.9% | +122.5% | +110.0% |
| 5Y | +13.3% | -10.7% | +24.0% | -0.3% |
| All | +42.0% | +17.1% | +24.9% | -12.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling