+314.6%
SPYM vs LEN
+103.6%
+211.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | +0.3% |
| 7D | -2.0% | -7.8% | +5.8% | 0.0% |
| 30D | -1.6% | -11.0% | +9.4% | +1.2% |
| 3M | +4.7% | -12.8% | +17.5% | +7.9% |
| 6M | +12.6% | -20.2% | +32.8% | +18.3% |
| YTD | +11.8% | -23.0% | +34.8% | +18.0% |
| 1Y | +17.5% | -41.8% | +59.4% | +32.9% |
| 3Y | +77.0% | -28.8% | +105.8% | +83.6% |
| 5Y | +82.6% | -12.6% | +95.2% | +74.2% |
| All | +314.6% | +103.6% | +211.0% | +201.8% |
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 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