+53.9%
GD vs LEN
-18.1%
+72.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.4% |
| 7D | -5.0% | +2.1% | -7.0% | -5.2% |
| 30D | +8.9% | +16.6% | -7.6% | +7.2% |
| 3M | -8.0% | +5.3% | -13.4% | -8.7% |
| 6M | +2.9% | -0.8% | +3.7% | +2.6% |
| YTD | +7.1% | -11.7% | +18.8% | +8.0% |
| 1Y | +5.9% | -24.6% | +30.5% | +8.7% |
| 3Y | +53.9% | -18.7% | +72.5% | +50.2% |
| All | +53.9% | -18.1% | +72.0% | +50.2% |
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