+1,112.5%
SCHG vs LEN
+639.8%
+472.7%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +0.6% |
| 7D | -2.7% | -7.8% | +5.0% | -0.5% |
| 30D | -2.2% | -11.0% | +8.8% | +0.9% |
| 3M | +6.2% | -12.8% | +18.9% | +9.7% |
| 6M | +13.4% | -20.2% | +33.6% | +19.7% |
| YTD | +7.1% | -23.0% | +30.1% | +13.6% |
| 1Y | +12.5% | -41.8% | +54.3% | +28.5% |
| 3Y | +86.2% | -28.8% | +115.0% | +94.0% |
| 5Y | +83.9% | -12.6% | +96.5% | +77.0% |
| 10Y | +451.3% | +101.7% | +349.5% | +285.0% |
| All | +1,112.5% | +639.8% | +472.7% | +446.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling