+18.4%
GE vs LEN
-41.8%
+60.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -3.0% |
| 7D | -1.2% | -3.4% | +2.1% | -0.4% |
| 30D | -11.3% | -5.7% | -5.6% | -10.0% |
| 3M | -1.4% | -12.2% | +10.8% | +1.5% |
| 6M | +1.2% | -18.3% | +19.5% | +3.6% |
| YTD | +5.9% | -20.2% | +26.1% | +9.6% |
| 1Y | +18.4% | -40.1% | +58.5% | +19.4% |
| All | +18.4% | -41.8% | +60.2% | +19.4% |
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