+4,267.1%
SYY vs LEN
+10,533.4%
-6,266.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.2% | -1.1% |
| 7D | -2.3% | -3.2% | +0.9% | -1.8% |
| 30D | -4.9% | -4.9% | 0.0% | -4.2% |
| 3M | +8.4% | -8.5% | +16.9% | +9.7% |
| 6M | -7.4% | -20.7% | +13.3% | -4.0% |
| YTD | +11.0% | -17.4% | +28.4% | +14.0% |
| 1Y | -0.2% | -38.2% | +38.0% | +7.3% |
| 3Y | +23.8% | -24.9% | +48.6% | +27.2% |
| 5Y | +18.1% | -11.4% | +29.6% | +16.5% |
| 10Y | +94.6% | +110.0% | -15.4% | +64.1% |
| All | +4,267.1% | +10,533.4% | -6,266.3% | +1,890.5% |
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