+417.9%
GE vs LEN
-10.6%
+428.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -3.0% |
| 7D | -1.2% | -3.4% | +2.1% | -0.3% |
| 30D | -11.3% | -5.7% | -5.6% | -9.9% |
| 3M | -1.4% | -12.2% | +10.8% | +1.9% |
| 6M | +1.2% | -18.3% | +19.5% | +6.5% |
| YTD | +5.9% | -20.2% | +26.1% | +11.7% |
| 1Y | +18.4% | -40.1% | +58.5% | +34.2% |
| 3Y | +271.0% | -26.2% | +297.2% | +276.9% |
| 5Y | +417.9% | -9.8% | +427.8% | +368.1% |
| All | +417.9% | -10.6% | +428.5% | +368.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling