+606.9%
GEV vs LEN
-49.7%
+656.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.5% | +0.7% | -2.6% |
| 7D | -1.9% | -7.8% | +5.9% | -1.4% |
| 30D | -8.7% | -11.0% | +2.3% | -8.0% |
| 3M | +6.6% | -12.8% | +19.4% | +7.4% |
| 6M | +10.2% | -20.2% | +30.4% | +11.1% |
| YTD | +41.6% | -23.0% | +64.6% | +42.5% |
| 1Y | +43.9% | -41.8% | +85.7% | +45.8% |
| All | +606.9% | -49.7% | +656.6% | +612.8% |
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