+14,712.9%
SPGI vs LEN
+11,627.0%
+3,085.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | 0.0% |
| 7D | -0.9% | +0.6% | -1.5% | -1.0% |
| 30D | +15.5% | +19.4% | -3.9% | +10.8% |
| 3M | +15.7% | +4.5% | +11.1% | +14.0% |
| 6M | +19.1% | +4.9% | +14.2% | +16.7% |
| YTD | -4.1% | -8.9% | +4.9% | -3.7% |
| 1Y | +1.2% | -23.0% | +24.2% | +5.3% |
| 3Y | +31.6% | -16.7% | +48.3% | +31.8% |
| 5Y | +12.4% | -4.5% | +16.9% | +7.7% |
| 10Y | +334.3% | +162.2% | +172.1% | +216.1% |
| All | +14,712.9% | +11,627.0% | +3,085.9% | +5,620.7% |
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