+63.7%
SPG vs LEN
+103.7%
-40.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.6% |
| 7D | -1.7% | -3.4% | +1.7% | -0.3% |
| 30D | -6.3% | -5.7% | -0.6% | -4.1% |
| 3M | -2.4% | -12.2% | +9.8% | +2.3% |
| 6M | +9.6% | -18.3% | +27.9% | +17.8% |
| YTD | +14.2% | -20.2% | +34.4% | +22.9% |
| 1Y | +19.3% | -40.1% | +59.4% | +44.4% |
| 3Y | +106.7% | -26.2% | +132.9% | +118.3% |
| 5Y | +104.2% | -9.8% | +114.0% | +89.1% |
| 10Y | +63.7% | +109.1% | -45.5% | -7.3% |
| All | +63.7% | +103.7% | -40.0% | -7.3% |
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