+15.4%
SOFI vs LEN
-11.2%
+26.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.5% | -0.7% |
| 7D | -4.9% | -4.8% | -0.2% | -2.2% |
| 30D | -3.5% | -6.6% | +3.1% | +0.5% |
| 3M | +3.9% | -15.7% | +19.6% | +14.2% |
| 6M | -6.5% | -16.6% | +10.1% | +3.3% |
| YTD | -33.8% | -21.3% | -12.5% | -25.9% |
| 1Y | -33.3% | -42.0% | +8.8% | -10.2% |
| 3Y | +94.6% | -27.9% | +122.5% | +105.5% |
| All | +15.4% | -11.2% | +26.6% | -8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling