+116.1%
SPG vs LEN
+147.0%
-30.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.4% | +6.0% | +2.9% |
| 7D | +5.6% | +0.7% | +4.9% | +5.1% |
| 30D | +17.6% | +13.0% | +4.6% | +11.1% |
| 3M | +7.5% | +1.9% | +5.6% | +5.4% |
| 6M | +18.5% | -0.7% | +19.3% | +16.7% |
| YTD | +30.9% | -13.8% | +44.7% | +35.0% |
| 1Y | +34.1% | -28.1% | +62.2% | +49.0% |
| 3Y | +135.5% | -22.8% | +158.4% | +142.6% |
| 5Y | +86.5% | -7.4% | +93.9% | +69.7% |
| 10Y | +116.1% | +143.7% | -27.6% | +17.7% |
| All | +116.1% | +147.0% | -30.9% | +17.7% |
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 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