+155.8%
SPMO vs LEN
-28.8%
+184.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -1.3% |
| 7D | +0.1% | -7.8% | +7.8% | +1.3% |
| 30D | -0.7% | -11.0% | +10.3% | +1.0% |
| 3M | +2.8% | -12.8% | +15.6% | +4.8% |
| 6M | +24.4% | -20.2% | +44.6% | +28.1% |
| YTD | +24.2% | -23.0% | +47.2% | +28.0% |
| 1Y | +24.5% | -41.8% | +66.3% | +33.9% |
| All | +155.8% | -28.8% | +184.6% | +146.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling