+252.8%
SPOT vs LEN
+59.7%
+193.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.2% |
| 7D | -3.1% | -4.8% | +1.7% | -1.8% |
| 30D | +7.4% | -6.6% | +14.0% | +9.3% |
| 3M | +8.2% | -15.7% | +23.8% | +12.7% |
| 6M | +2.2% | -16.6% | +18.9% | +6.3% |
| YTD | -9.5% | -21.3% | +11.9% | -4.9% |
| 1Y | -23.8% | -42.0% | +18.2% | -13.5% |
| 3Y | +233.5% | -27.9% | +261.4% | +241.0% |
| 5Y | +112.2% | -10.7% | +122.9% | +98.1% |
| All | +252.8% | +59.7% | +193.1% | +151.4% |
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 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