+147.8%
GE vs LEN
+103.6%
+44.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.2% | +0.8% |
| 7D | -2.8% | -7.8% | +5.0% | -0.1% |
| 30D | -11.9% | -11.0% | -0.9% | -8.5% |
| 3M | +1.8% | -12.8% | +14.6% | +6.1% |
| 6M | -0.6% | -20.2% | +19.6% | +6.8% |
| YTD | +5.5% | -23.0% | +28.5% | +14.1% |
| 1Y | +15.0% | -41.8% | +56.8% | +35.8% |
| 3Y | +269.5% | -28.8% | +298.3% | +288.3% |
| 5Y | +422.4% | -12.6% | +435.0% | +390.0% |
| All | +147.8% | +103.6% | +44.3% | +51.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling