+113.9%
SOXX vs LEN
-37.1%
+151.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.7% |
| 7D | +2.2% | -3.2% | +5.4% | +2.9% |
| 30D | -2.0% | -4.9% | +2.9% | -1.0% |
| 3M | -13.7% | -8.5% | -5.2% | -12.0% |
| 6M | +52.4% | -20.7% | +73.0% | +55.5% |
| YTD | +72.8% | -17.4% | +90.2% | +76.3% |
| 1Y | +113.9% | -38.2% | +152.1% | +122.7% |
| All | +113.9% | -37.1% | +151.0% | +122.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling