+1,672.1%
SGI vs LEN
+149.7%
+1,522.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -5.4% | +0.1% | -2.6% |
| 7D | -3.9% | +0.7% | -4.6% | -4.1% |
| 30D | +0.9% | +13.0% | -12.1% | -5.0% |
| 3M | -2.9% | +1.9% | -4.8% | -4.1% |
| 6M | -9.0% | -0.7% | -8.2% | -8.9% |
| YTD | -29.2% | -13.8% | -15.4% | -24.1% |
| 1Y | -32.3% | -28.1% | -4.2% | -21.0% |
| 3Y | +72.4% | -22.8% | +95.2% | +89.0% |
| 5Y | +50.6% | -7.4% | +58.0% | +50.1% |
| 10Y | +335.2% | +143.7% | +191.6% | +168.1% |
| All | +1,672.1% | +149.7% | +1,522.4% | +555.2% |
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 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