+281.8%
GE vs LEN
-25.9%
+307.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.2% | +0.2% |
| 7D | +1.2% | -2.9% | +4.0% | +1.8% |
| 30D | -9.5% | -8.9% | -0.6% | -7.7% |
| 3M | +4.1% | -10.9% | +15.0% | +6.5% |
| 6M | +3.9% | -19.7% | +23.6% | +7.9% |
| YTD | +9.0% | -20.6% | +29.6% | +13.3% |
| 1Y | +21.9% | -42.4% | +64.4% | +33.5% |
| 3Y | +281.8% | -26.5% | +308.3% | +294.0% |
| All | +281.8% | -25.9% | +307.7% | +294.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling