+103.0%
LEN vs SPYG
+424.6%
-321.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.5% |
| 7D | -4.8% | -0.9% | -3.9% | -4.0% |
| 30D | -6.6% | -1.5% | -5.1% | -5.3% |
| 3M | -15.7% | +3.7% | -19.4% | -18.6% |
| 6M | -16.6% | +16.4% | -33.1% | -27.2% |
| YTD | -21.3% | +13.3% | -34.7% | -30.0% |
| 1Y | -42.0% | +17.9% | -59.9% | -50.5% |
| 3Y | -27.9% | +98.3% | -126.3% | -64.0% |
| 5Y | -10.7% | +86.4% | -97.1% | -52.7% |
| All | +103.0% | +424.6% | -321.5% | -58.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling