+828.4%
SPYM vs LEN
+99.3%
+729.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | -0.2% |
| 7D | +0.1% | -3.2% | +3.3% | +0.8% |
| 30D | +0.1% | -4.9% | +5.0% | +1.0% |
| 3M | +2.0% | -8.5% | +10.5% | +3.6% |
| 6M | +13.1% | -20.7% | +33.7% | +17.9% |
| YTD | +13.6% | -17.4% | +31.0% | +17.1% |
| 1Y | +20.1% | -38.2% | +58.3% | +30.8% |
| 3Y | +77.6% | -24.9% | +102.4% | +82.2% |
| 5Y | +82.5% | -11.4% | +94.0% | +78.4% |
| 10Y | +317.6% | +110.0% | +207.6% | +225.6% |
| All | +828.4% | +99.3% | +729.1% | +433.1% |
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