+303.8%
SGI vs LEN
+136.8%
+167.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.2% | +0.2% | -0.9% |
| 7D | -10.7% | -8.7% | -1.9% | -5.1% |
| 30D | -3.6% | +11.6% | -15.1% | -10.2% |
| 3M | -5.4% | -1.3% | -4.1% | -5.2% |
| 6M | -7.0% | -1.4% | -5.6% | -6.9% |
| YTD | -31.6% | -16.9% | -14.7% | -24.0% |
| 1Y | -33.5% | -31.2% | -2.4% | -17.3% |
| 3Y | +66.5% | -25.6% | +92.1% | +86.8% |
| 5Y | +42.2% | -13.3% | +55.4% | +39.8% |
| All | +303.8% | +136.8% | +167.0% | +82.1% |
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