+100.5%
GD vs LEN
-13.2%
+113.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.7% | -5.8% | +8.4% | +3.4% |
| 30D | +8.6% | +13.7% | -5.1% | +6.6% |
| 3M | -7.1% | -3.9% | -3.2% | -6.9% |
| 6M | +7.5% | -0.4% | +7.8% | +6.8% |
| YTD | +9.9% | -16.8% | +26.8% | +11.7% |
| 1Y | +7.6% | -29.5% | +37.0% | +11.9% |
| 3Y | +56.2% | -25.6% | +81.8% | +57.0% |
| All | +100.5% | -13.2% | +113.8% | +89.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling