+3,036.2%
SPY vs LEN
+3,128.2%
-92.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +2.6% | -5.8% | +8.4% | +3.9% |
| 30D | -2.0% | +13.7% | -15.7% | -5.0% |
| 3M | -2.8% | -3.9% | +1.1% | -2.6% |
| 6M | +2.1% | -0.4% | +2.5% | +1.2% |
| YTD | +11.5% | -16.8% | +28.3% | +14.2% |
| 1Y | +13.5% | -29.5% | +43.0% | +20.1% |
| 3Y | +77.7% | -25.6% | +103.3% | +82.2% |
| 5Y | +72.6% | -13.2% | +85.8% | +68.5% |
| 10Y | +308.2% | +138.5% | +169.7% | +203.2% |
| All | +3,036.2% | +3,128.2% | -92.0% | +1,011.6% |
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