+270.7%
SGI vs LEN
+111.1%
+159.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.2% |
| 7D | +0.6% | -3.4% | +4.0% | +2.8% |
| 30D | +5.5% | -5.7% | +11.2% | +9.5% |
| 3M | -3.6% | -12.2% | +8.6% | +4.6% |
| 6M | -15.0% | -18.3% | +3.3% | -3.2% |
| YTD | -23.0% | -20.2% | -2.8% | -11.7% |
| 1Y | -18.4% | -40.1% | +21.6% | +10.9% |
| 3Y | +57.8% | -26.2% | +84.0% | +78.2% |
| 5Y | +51.5% | -9.8% | +61.3% | +45.8% |
| All | +270.7% | +111.1% | +159.7% | +75.5% |
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