+22.3%
SPG vs LEN
-42.1%
+64.3%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.8% | +5.0% | +1.8% |
| 7D | 0.0% | -2.9% | +2.9% | +0.5% |
| 30D | -4.9% | -8.9% | +3.9% | -3.5% |
| 3M | +3.3% | -10.9% | +14.2% | +5.0% |
| 6M | +11.2% | -19.7% | +30.9% | +14.0% |
| YTD | +17.1% | -20.6% | +37.6% | +19.3% |
| All | +22.3% | -42.1% | +64.3% | +30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling