+98.0%
GD vs LEN
-2.5%
+100.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.2% | -0.9% | +1.9% |
| 7D | -3.0% | +0.6% | -3.7% | -3.2% |
| 30D | +9.3% | +19.4% | -10.1% | +6.6% |
| 3M | -7.2% | +4.5% | -11.7% | -8.0% |
| 6M | +5.5% | +4.9% | +0.5% | +4.2% |
| YTD | +9.5% | -8.9% | +18.4% | +10.1% |
| 1Y | +6.4% | -23.0% | +29.4% | +9.5% |
| 3Y | +59.8% | -16.7% | +76.6% | +58.3% |
| 5Y | +98.0% | -4.5% | +102.4% | +85.0% |
| All | +98.0% | -2.5% | +100.5% | +85.0% |
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