+52.4%
GEV vs LEN
-21.9%
+74.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +7.1% | -16.4% | -9.2% |
| 7D | -5.1% | +10.5% | -15.6% | -5.4% |
| 30D | -15.8% | +24.6% | -40.5% | -17.1% |
| 3M | -18.2% | +6.6% | -24.8% | -17.8% |
| 6M | -22.4% | +10.6% | -33.0% | -22.5% |
| YTD | +27.7% | -8.3% | +36.0% | +27.1% |
| 1Y | +52.4% | -22.5% | +74.9% | +54.3% |
| All | +52.4% | -21.9% | +74.2% | +54.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling