+48.3%
SRE vs LEN
-13.3%
+61.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +1.4% |
| 7D | -1.1% | -8.7% | +7.7% | +0.2% |
| 30D | -4.1% | +11.6% | -15.7% | -5.8% |
| 3M | -7.3% | -1.3% | -6.0% | -7.5% |
| 6M | -14.1% | -1.4% | -12.7% | -14.5% |
| YTD | -8.5% | -16.9% | +8.4% | -6.9% |
| 1Y | -12.0% | -31.2% | +19.1% | -7.9% |
| 3Y | +23.4% | -25.6% | +48.9% | +24.3% |
| All | +48.3% | -13.3% | +61.6% | +38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling