+85.7%
SCHG vs LEN
-11.2%
+96.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.2% |
| 7D | -1.0% | -4.8% | +3.7% | +0.3% |
| 30D | -1.3% | -6.6% | +5.3% | +0.6% |
| 3M | +5.4% | -15.7% | +21.1% | +10.3% |
| 6M | +14.4% | -16.6% | +31.1% | +19.6% |
| YTD | +8.0% | -21.3% | +29.4% | +14.0% |
| 1Y | +12.7% | -42.0% | +54.8% | +30.7% |
| 3Y | +85.6% | -27.9% | +113.5% | +84.7% |
| All | +85.7% | -11.2% | +96.9% | +56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling