+19,778.3%
GD vs LEN
+11,628.2%
+8,150.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.7% | -2.2% |
| 7D | -3.9% | +7.2% | -11.1% | -5.1% |
| 30D | +8.1% | +19.1% | -11.0% | +4.9% |
| 3M | -6.8% | +4.9% | -11.7% | -7.9% |
| 6M | +3.0% | +7.6% | -4.6% | +1.1% |
| YTD | +7.8% | -8.9% | +16.7% | +8.1% |
| 1Y | +5.8% | -22.7% | +28.5% | +8.8% |
| 3Y | +55.3% | -16.8% | +72.1% | +55.3% |
| 5Y | +96.7% | -1.4% | +98.0% | +88.0% |
| 10Y | +195.4% | +160.3% | +35.1% | +133.6% |
| All | +19,778.3% | +11,628.2% | +8,150.0% | +8,359.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling