+447.8%
SCHG vs LEN
+108.0%
+339.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.3% |
| 7D | -1.0% | -4.8% | +3.7% | +0.3% |
| 30D | -1.3% | -6.6% | +5.3% | +0.5% |
| 3M | +5.4% | -15.7% | +21.1% | +10.0% |
| 6M | +14.4% | -16.6% | +31.1% | +19.3% |
| YTD | +8.0% | -21.3% | +29.4% | +13.8% |
| 1Y | +12.7% | -42.0% | +54.8% | +29.0% |
| 3Y | +85.6% | -27.9% | +113.5% | +91.7% |
| 5Y | +85.5% | -10.7% | +96.2% | +74.9% |
| All | +447.8% | +108.0% | +339.8% | +292.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling