+20.0%
GE vs LEN
-37.1%
+57.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | -1.6% | -3.2% | +1.6% | -0.8% |
| 30D | -11.6% | -4.9% | -6.7% | -10.5% |
| 3M | +3.0% | -8.5% | +11.5% | +4.9% |
| 6M | -0.5% | -20.7% | +20.1% | +1.1% |
| YTD | +9.7% | -17.4% | +27.2% | +12.5% |
| 1Y | +20.0% | -38.2% | +58.3% | +19.5% |
| All | +20.0% | -37.1% | +57.2% | +19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling