+247.9%
SOXX vs LEN
-11.2%
+259.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +0.9% |
| 7D | +1.4% | -4.8% | +6.1% | +3.4% |
| 30D | -3.6% | -6.6% | +3.0% | -1.0% |
| 3M | -10.2% | -15.7% | +5.5% | -4.2% |
| 6M | +54.2% | -16.6% | +70.9% | +65.1% |
| YTD | +75.2% | -21.3% | +96.6% | +90.4% |
| 1Y | +107.5% | -42.0% | +149.5% | +156.8% |
| 3Y | +226.8% | -27.9% | +254.7% | +234.8% |
| All | +247.9% | -11.2% | +259.1% | +198.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling