+694.3%
LEN vs SPYG
+561.6%
+132.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.4% | -3.3% |
| 7D | -2.9% | +1.2% | -4.1% | -4.1% |
| 30D | -8.9% | -1.6% | -7.3% | -7.4% |
| 3M | -10.9% | +3.4% | -14.3% | -14.4% |
| 6M | -19.7% | +18.9% | -38.6% | -33.7% |
| YTD | -20.6% | +13.8% | -34.4% | -31.8% |
| 1Y | -42.4% | +20.6% | -63.0% | -54.0% |
| 3Y | -26.5% | +100.5% | -127.1% | -68.1% |
| 5Y | -10.9% | +84.6% | -95.6% | -57.9% |
| 10Y | +100.6% | +410.8% | -310.2% | -71.0% |
| All | +694.3% | +561.6% | +132.7% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SPYG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling