+5,256.9%
SPG vs LEN
+3,043.2%
+2,213.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.6% |
| 7D | -2.4% | -3.2% | +0.8% | -1.3% |
| 30D | -6.8% | -4.9% | -1.9% | -5.4% |
| 3M | +2.7% | -8.5% | +11.2% | +5.2% |
| 6M | +5.5% | -20.7% | +26.1% | +12.8% |
| YTD | +15.7% | -17.4% | +33.1% | +21.4% |
| 1Y | +20.9% | -38.2% | +59.1% | +38.8% |
| 3Y | +112.4% | -24.9% | +137.3% | +123.3% |
| 5Y | +101.4% | -11.4% | +112.8% | +96.6% |
| 10Y | +60.6% | +110.0% | -49.4% | +12.9% |
| All | +5,256.9% | +3,043.2% | +2,213.7% | +1,731.0% |
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