+31.2%
SRE vs LEN
-26.2%
+57.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | +1.5% | -3.4% | +4.8% | +1.9% |
| 30D | +0.8% | -5.7% | +6.5% | +1.5% |
| 3M | -5.8% | -12.2% | +6.4% | -4.5% |
| 6M | -7.8% | -18.3% | +10.5% | -5.7% |
| YTD | -2.4% | -20.2% | +17.8% | 0.0% |
| 1Y | +8.9% | -40.1% | +49.0% | +15.7% |
| All | +31.2% | -26.2% | +57.5% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling