+1,507.7%
SRE vs LEN
+705.6%
+802.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | -0.3% | -3.2% | +2.9% | +0.2% |
| 30D | -0.7% | -4.9% | +4.2% | -0.1% |
| 3M | -6.3% | -8.5% | +2.2% | -5.3% |
| 6M | -10.7% | -20.7% | +10.0% | -8.0% |
| YTD | -3.5% | -17.4% | +13.9% | -1.4% |
| 1Y | +5.3% | -38.2% | +43.5% | +12.1% |
| 3Y | +31.8% | -24.9% | +56.7% | +34.2% |
| 5Y | +47.4% | -11.4% | +58.8% | +44.1% |
| 10Y | +120.6% | +110.0% | +10.5% | +83.2% |
| All | +1,507.7% | +705.6% | +802.1% | +891.0% |
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