+24.5%
SPMO vs LEN
-41.0%
+65.4%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.3% |
| 7D | -0.9% | -4.8% | +3.8% | -0.4% |
| 30D | -1.9% | -6.6% | +4.7% | -1.3% |
| 3M | -1.4% | -15.7% | +14.3% | +0.5% |
| 6M | +25.5% | -16.6% | +42.1% | +26.5% |
| YTD | +24.8% | -21.3% | +46.2% | +25.6% |
| 1Y | +24.5% | -42.0% | +66.5% | +24.0% |
| All | +24.5% | -41.0% | +65.4% | +24.0% |
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