+726.1%
LEN vs SPYG
+564.9%
+161.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -3.2% | +0.4% | -3.6% | -3.6% |
| 30D | -4.9% | -0.4% | -4.4% | -4.5% |
| 3M | -8.5% | +0.5% | -9.0% | -9.6% |
| 6M | -20.7% | +17.5% | -38.1% | -33.7% |
| YTD | -17.4% | +14.3% | -31.8% | -29.4% |
| 1Y | -38.2% | +21.7% | -60.0% | -51.1% |
| 3Y | -24.9% | +98.6% | -123.5% | -67.0% |
| 5Y | -11.4% | +85.1% | -96.5% | -58.3% |
| 10Y | +110.0% | +412.0% | -302.0% | -69.7% |
| All | +726.1% | +564.9% | +161.2% | -37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling