+164.9%
GD vs LEN
+136.8%
+28.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.5% |
| 7D | +1.9% | -8.7% | +10.6% | +3.8% |
| 30D | +9.2% | +11.6% | -2.3% | +6.3% |
| 3M | -7.5% | -1.3% | -6.2% | -7.8% |
| 6M | +5.8% | -1.4% | +7.2% | +4.9% |
| YTD | +9.8% | -16.9% | +26.7% | +12.4% |
| 1Y | +5.8% | -31.2% | +36.9% | +12.7% |
| 3Y | +58.0% | -25.6% | +83.6% | +60.4% |
| 5Y | +100.4% | -13.3% | +113.7% | +90.2% |
| All | +164.9% | +136.8% | +28.1% | +89.9% |
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