-16.5%
SOUN vs LEN
+13.9%
-30.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -1.4% |
| 7D | -7.1% | -4.8% | -2.4% | -4.9% |
| 30D | -15.4% | -6.6% | -8.8% | -12.6% |
| 3M | -10.6% | -15.7% | +5.1% | -3.5% |
| 6M | -19.6% | -16.6% | -3.0% | -13.1% |
| YTD | -37.2% | -21.3% | -15.9% | -31.1% |
| 1Y | -57.1% | -42.0% | -15.0% | -45.1% |
| 3Y | +178.2% | -27.9% | +206.1% | +204.6% |
| All | -16.5% | +13.9% | -30.4% | -33.2% |
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 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