+39.3%
GEHC vs LEN
+4.2%
+35.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +0.8% | -5.8% | +6.6% | +2.8% |
| 30D | +21.3% | +13.7% | +7.6% | +15.7% |
| 3M | +12.6% | -3.9% | +16.4% | +13.4% |
| 6M | +34.3% | -0.4% | +34.7% | +32.6% |
| YTD | +1.4% | -16.8% | +18.3% | +6.3% |
| 1Y | +12.5% | -29.5% | +42.0% | +24.9% |
| 3Y | +19.2% | -25.6% | +44.8% | +22.5% |
| All | +39.3% | +4.2% | +35.1% | +22.9% |
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