+231.7%
SPOT vs LEN
-26.2%
+258.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.1% |
| 7D | -6.5% | -3.4% | -3.1% | -6.2% |
| 30D | +2.2% | -5.7% | +7.8% | +2.8% |
| 3M | +5.4% | -12.2% | +17.6% | +6.5% |
| 6M | -4.0% | -18.3% | +14.3% | -2.5% |
| YTD | -9.9% | -20.2% | +10.3% | -8.5% |
| 1Y | -27.3% | -40.1% | +12.8% | -24.0% |
| All | +231.7% | -26.2% | +258.0% | +218.8% |
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