+254.8%
SPOT vs LEN
+61.2%
+193.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.8% | +1.3% | -1.5% |
| 7D | -2.9% | -2.9% | 0.0% | -2.1% |
| 30D | +8.3% | -8.9% | +17.2% | +10.9% |
| 3M | +5.1% | -10.9% | +16.0% | +7.7% |
| 6M | -6.5% | -19.7% | +13.2% | -1.7% |
| YTD | -9.0% | -20.6% | +11.6% | -4.6% |
| 1Y | -26.4% | -42.4% | +16.0% | -16.2% |
| 3Y | +240.0% | -26.5% | +266.6% | +245.9% |
| 5Y | +111.7% | -10.9% | +122.7% | +97.7% |
| All | +254.8% | +61.2% | +193.5% | +152.2% |
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 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