+9.3%
GEHC vs LEN
0.0%
+9.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.6% |
| 7D | -7.6% | -3.4% | -4.3% | -6.5% |
| 30D | -10.7% | -5.7% | -5.0% | -8.8% |
| 3M | -1.2% | -12.2% | +11.0% | +3.0% |
| 6M | -13.7% | -18.3% | +4.5% | -7.9% |
| YTD | -20.4% | -20.2% | -0.2% | -14.8% |
| 1Y | -17.0% | -40.1% | +23.0% | -1.7% |
| 3Y | +0.9% | -26.2% | +27.1% | +4.2% |
| All | +9.3% | 0.0% | +9.3% | -1.5% |
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