+118.2%
SRE vs LEN
+108.0%
+10.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.3% |
| 7D | -0.8% | -4.8% | +3.9% | +0.2% |
| 30D | -3.0% | -6.6% | +3.6% | -1.7% |
| 3M | -8.3% | -15.7% | +7.4% | -5.2% |
| 6M | -8.9% | -16.6% | +7.7% | -6.0% |
| YTD | -4.3% | -21.3% | +17.1% | -0.2% |
| 1Y | +2.7% | -42.0% | +44.8% | +14.4% |
| 3Y | +28.7% | -27.9% | +56.6% | +32.1% |
| 5Y | +47.1% | -10.7% | +57.8% | +38.9% |
| All | +118.2% | +108.0% | +10.2% | +54.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling