+811.4%
SPYM vs LEN
+100.7%
+710.7%
-54.5%
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% | +8.3% | +3.8% |
| 30D | -2.0% | +13.7% | -15.7% | -4.9% |
| 3M | -2.8% | -3.9% | +1.1% | -2.6% |
| 6M | +2.2% | -0.4% | +2.5% | +1.2% |
| YTD | +11.5% | -16.8% | +28.4% | +14.1% |
| 1Y | +13.5% | -29.5% | +43.0% | +19.9% |
| 3Y | +78.0% | -25.6% | +103.6% | +82.3% |
| 5Y | +73.1% | -13.2% | +86.4% | +69.0% |
| 10Y | +310.9% | +138.5% | +172.4% | +211.2% |
| All | +811.4% | +100.7% | +710.7% | +419.7% |
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