+3.4%
GEHC vs LEN
-25.9%
+29.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.8% | +0.8% | -1.6% |
| 7D | -5.2% | -2.9% | -2.3% | -4.2% |
| 30D | -7.0% | -8.9% | +1.9% | -3.8% |
| 3M | +3.3% | -10.9% | +14.2% | +7.1% |
| 6M | -10.0% | -19.7% | +9.7% | -3.2% |
| YTD | -18.5% | -20.6% | +2.1% | -12.5% |
| 1Y | -14.4% | -42.4% | +28.0% | +3.1% |
| 3Y | +3.4% | -26.5% | +30.0% | +3.0% |
| All | +3.4% | -25.9% | +29.4% | +3.0% |
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