-18.5%
SPGI vs LEN
-41.8%
+23.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.0% | -2.6% |
| 7D | -3.1% | -3.4% | +0.3% | -2.9% |
| 30D | +2.0% | -5.7% | +7.7% | +2.3% |
| 3M | +4.3% | -12.2% | +16.6% | +4.7% |
| 6M | -0.2% | -18.3% | +18.0% | -0.3% |
| YTD | -14.8% | -20.2% | +5.4% | -16.0% |
| 1Y | -18.5% | -40.1% | +21.5% | -17.5% |
| All | -18.5% | -41.8% | +23.2% | -17.5% |
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