+93.8%
GD vs LEN
-4.6%
+98.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.2% |
| 7D | -5.0% | +2.1% | -7.0% | -5.3% |
| 30D | +8.9% | +16.6% | -7.6% | +6.6% |
| 3M | -8.0% | +5.3% | -13.4% | -9.0% |
| 6M | +2.9% | -0.8% | +3.7% | +2.5% |
| YTD | +7.1% | -11.7% | +18.8% | +8.1% |
| 1Y | +5.9% | -24.6% | +30.5% | +9.3% |
| 3Y | +53.9% | -18.7% | +72.5% | +52.8% |
| All | +93.8% | -4.6% | +98.5% | +79.7% |
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 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