+78.0%
SPYM vs LEN
-25.9%
+103.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +2.6% | -5.8% | +8.3% | +3.4% |
| 30D | -2.0% | +13.7% | -15.7% | -4.0% |
| 3M | -2.8% | -3.9% | +1.1% | -2.5% |
| 6M | +2.2% | -0.4% | +2.5% | +1.6% |
| YTD | +11.5% | -16.8% | +28.4% | +13.4% |
| 1Y | +13.5% | -29.5% | +43.0% | +18.4% |
| 3Y | +78.0% | -25.6% | +103.6% | +75.5% |
| All | +78.0% | -25.9% | +103.9% | +75.5% |
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