+492.7%
SPCX vs LEN
-46.6%
+539.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +1.9% |
| 7D | +13.2% | -8.7% | +21.9% | +18.6% |
| 30D | -10.6% | +11.6% | -22.2% | -18.6% |
| 3M | -4.2% | -1.3% | -3.0% | -6.6% |
| 6M | +536.7% | -3.9% | +540.6% | +541.2% |
| YTD | +542.4% | -16.9% | +559.2% | +545.8% |
| 1Y | +446.0% | -31.2% | +477.2% | +448.2% |
| All | +492.7% | -46.6% | +539.3% | +500.2% |
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