+42.0%
SOFI vs LEN
+18.8%
+23.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.5% | -4.3% | -4.1% |
| 7D | -2.9% | -3.4% | +0.5% | -1.0% |
| 30D | -4.4% | -5.7% | +1.3% | -1.2% |
| 3M | +5.2% | -12.2% | +17.4% | +12.7% |
| 6M | -7.8% | -18.3% | +10.5% | +2.8% |
| YTD | -33.8% | -20.2% | -13.6% | -26.7% |
| 1Y | -33.3% | -40.1% | +6.8% | -13.2% |
| 3Y | +102.7% | -26.2% | +128.9% | +115.7% |
| 5Y | +10.5% | -9.8% | +20.3% | -3.3% |
| All | +42.0% | +18.8% | +23.3% | -13.1% |
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