+573.2%
SPMO vs LEN
+91.2%
+482.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.8% |
| 7D | +2.0% | -3.2% | +5.2% | +2.8% |
| 30D | -0.4% | -4.9% | +4.5% | +0.7% |
| 3M | -1.9% | -8.5% | +6.6% | -0.2% |
| 6M | +25.0% | -20.7% | +45.7% | +31.1% |
| YTD | +26.0% | -17.4% | +43.4% | +30.3% |
| 1Y | +28.7% | -38.2% | +66.9% | +41.8% |
| 3Y | +160.9% | -24.9% | +185.8% | +166.4% |
| 5Y | +147.9% | -11.4% | +159.4% | +136.4% |
| 10Y | +518.9% | +110.0% | +408.9% | +358.5% |
| All | +573.2% | +91.2% | +482.1% | +401.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling