+109.7%
SPG vs LEN
-22.2%
+131.9%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | -2.4% | -3.2% | +0.8% | -1.5% |
| 30D | -6.8% | -4.9% | -1.9% | -5.6% |
| 3M | +2.7% | -8.5% | +11.2% | +4.8% |
| 6M | +5.5% | -20.7% | +26.1% | +12.0% |
| YTD | +15.7% | -17.4% | +33.1% | +20.4% |
| 1Y | +20.9% | -38.2% | +59.1% | +37.8% |
| All | +109.7% | -22.2% | +131.9% | +97.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling