+60.8%
SGI vs LEN
-25.9%
+86.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.4% | +1.7% |
| 7D | +9.3% | -2.9% | +12.2% | +11.0% |
| 30D | +6.9% | -8.9% | +15.7% | +12.4% |
| 3M | +2.8% | -10.9% | +13.7% | +9.4% |
| 6M | -12.6% | -19.7% | +7.1% | -2.1% |
| YTD | -21.5% | -20.6% | -0.9% | -12.0% |
| 1Y | -18.8% | -42.4% | +23.7% | +5.9% |
| 3Y | +60.8% | -26.5% | +87.4% | +73.2% |
| All | +60.8% | -25.9% | +86.8% | +73.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling