+52.5%
SOXX vs LEN
-21.9%
+74.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +7.1% | -10.2% | -4.1% |
| 7D | -13.7% | +10.5% | -24.2% | -15.2% |
| 30D | -23.6% | +24.6% | -48.2% | -27.1% |
| 3M | -16.9% | +6.6% | -23.5% | -17.6% |
| 6M | -2.4% | +10.6% | -13.1% | -4.3% |
| YTD | +49.8% | -8.3% | +58.1% | +50.6% |
| 1Y | +52.5% | -22.5% | +75.0% | +57.0% |
| All | +52.5% | -21.9% | +74.4% | +57.0% |
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