+83.8%
SPYM vs LEN
-11.2%
+95.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.3% | +0.3% |
| 7D | -0.8% | -4.8% | +4.0% | +0.4% |
| 30D | -1.1% | -6.6% | +5.5% | +0.5% |
| 3M | +3.9% | -15.7% | +19.5% | +7.9% |
| 6M | +13.6% | -16.6% | +30.3% | +18.0% |
| YTD | +12.7% | -21.3% | +34.1% | +18.1% |
| 1Y | +17.6% | -42.0% | +59.6% | +33.4% |
| 3Y | +77.2% | -27.9% | +105.1% | +78.9% |
| All | +83.8% | -11.2% | +95.0% | +62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling