+2,841.0%
GE vs LEN
+10,606.4%
-7,765.4%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +2.7% | -5.8% | +8.4% | +4.3% |
| 30D | +8.1% | +13.7% | -5.6% | +4.0% |
| 3M | -7.9% | -3.9% | -4.0% | -7.6% |
| 6M | +12.9% | -0.4% | +13.3% | +11.9% |
| YTD | +8.2% | -16.8% | +25.0% | +12.1% |
| 1Y | +9.7% | -29.5% | +39.2% | +18.2% |
| 3Y | +266.1% | -25.6% | +291.7% | +278.7% |
| 5Y | +407.4% | -13.2% | +420.6% | +393.8% |
| 10Y | +150.3% | +138.5% | +11.8% | +77.7% |
| All | +2,841.0% | +10,606.4% | -7,765.4% | +724.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling