+188.7%
GD vs LEN
+109.8%
+78.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -1.5% |
| 7D | -5.3% | -3.2% | -2.1% | -4.6% |
| 30D | -6.4% | -4.9% | -1.5% | -5.5% |
| 3M | +5.7% | -8.5% | +14.2% | +7.3% |
| 6M | -0.9% | -20.7% | +19.7% | +3.4% |
| YTD | +8.2% | -17.4% | +25.6% | +11.6% |
| 1Y | +13.4% | -38.2% | +51.7% | +24.4% |
| 3Y | +68.5% | -24.9% | +93.4% | +71.3% |
| 5Y | +97.2% | -11.4% | +108.6% | +86.8% |
| All | +188.7% | +109.8% | +78.9% | +105.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling