+1,615.1%
SGI vs LEN
+140.9%
+1,474.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -5.3% | -5.8% | +0.5% | -2.4% |
| 30D | -2.1% | +13.7% | -15.8% | -8.1% |
| 3M | -8.2% | -3.9% | -4.3% | -6.7% |
| 6M | -4.6% | -0.4% | -4.2% | -4.6% |
| YTD | -31.5% | -16.8% | -14.6% | -25.2% |
| 1Y | -30.8% | -29.5% | -1.3% | -18.5% |
| 3Y | +67.2% | -25.6% | +92.8% | +86.7% |
| 5Y | +42.5% | -13.2% | +55.7% | +46.6% |
| 10Y | +321.9% | +138.5% | +183.4% | +162.9% |
| All | +1,615.1% | +140.9% | +1,474.2% | +545.7% |
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