+73.1%
SPYM vs LEN
-13.2%
+86.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +2.6% | -5.8% | +8.3% | +3.9% |
| 30D | -2.0% | +13.7% | -15.7% | -5.4% |
| 3M | -2.8% | -3.9% | +1.1% | -2.5% |
| 6M | +2.2% | -0.4% | +2.5% | +1.1% |
| YTD | +11.5% | -16.8% | +28.4% | +14.6% |
| 1Y | +13.5% | -29.5% | +43.0% | +21.6% |
| 3Y | +78.0% | -25.6% | +103.6% | +77.8% |
| All | +73.1% | -13.2% | +86.3% | +51.8% |
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 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