+29.9%
SPGI vs LEN
-25.9%
+55.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.1% |
| 7D | +1.2% | -5.8% | +7.0% | +2.2% |
| 30D | +15.9% | +13.7% | +2.2% | +13.6% |
| 3M | +12.3% | -3.9% | +16.2% | +12.6% |
| 6M | +23.7% | -0.4% | +24.1% | +22.9% |
| YTD | -3.5% | -16.8% | +13.3% | -2.4% |
| 1Y | +0.4% | -29.5% | +29.9% | +4.9% |
| 3Y | +29.9% | -25.6% | +55.5% | +30.4% |
| All | +29.9% | -25.9% | +55.8% | +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 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