+51.3%
GEV vs LEN
-41.0%
+92.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.2% | +1.4% | +3.4% |
| 7D | +1.6% | -4.8% | +6.4% | +2.0% |
| 30D | -7.9% | -6.6% | -1.4% | -7.4% |
| 3M | +5.6% | -15.7% | +21.3% | +7.1% |
| 6M | +13.1% | -16.6% | +29.7% | +13.2% |
| YTD | +46.7% | -21.3% | +68.1% | +46.0% |
| 1Y | +51.3% | -42.0% | +93.3% | +38.3% |
| All | +51.3% | -41.0% | +92.2% | +38.3% |
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