+1,537.1%
SOXX vs LEN
+108.0%
+1,429.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.0% |
| 7D | +1.4% | -4.8% | +6.1% | +3.2% |
| 30D | -3.6% | -6.6% | +3.0% | -1.3% |
| 3M | -10.2% | -15.7% | +5.5% | -5.0% |
| 6M | +54.2% | -16.6% | +70.9% | +63.8% |
| YTD | +75.2% | -21.3% | +96.6% | +88.8% |
| 1Y | +107.5% | -42.0% | +149.5% | +149.0% |
| 3Y | +226.8% | -27.9% | +254.7% | +247.4% |
| 5Y | +251.2% | -10.7% | +261.9% | +236.5% |
| All | +1,537.1% | +108.0% | +1,429.1% | +1,030.5% |
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