+319.7%
SPY vs LEN
+103.7%
+215.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -0.4% | -3.4% | +3.0% | +0.5% |
| 30D | -1.4% | -5.7% | +4.3% | 0.0% |
| 3M | +3.7% | -12.2% | +15.9% | +6.7% |
| 6M | +13.0% | -18.3% | +31.3% | +18.0% |
| YTD | +12.4% | -20.2% | +32.6% | +17.5% |
| 1Y | +18.5% | -40.1% | +58.6% | +33.0% |
| 3Y | +77.6% | -26.2% | +103.8% | +82.7% |
| 5Y | +81.7% | -9.8% | +91.5% | +72.2% |
| 10Y | +319.7% | +109.1% | +210.5% | +205.2% |
| All | +319.7% | +103.7% | +215.9% | +205.2% |
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 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