-7.7%
SRE vs LEN
-21.9%
+14.2%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +7.1% | -10.0% | -3.4% |
| 7D | -2.1% | +10.5% | -12.6% | -2.9% |
| 30D | +6.1% | +24.6% | -18.6% | +4.1% |
| 3M | -3.5% | +6.6% | -10.2% | -4.2% |
| 6M | -10.8% | +10.6% | -21.4% | -11.9% |
| YTD | -4.0% | -8.3% | +4.3% | -3.1% |
| 1Y | -7.7% | -22.5% | +14.9% | -5.4% |
| All | -7.7% | -21.9% | +14.2% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling