+643.2%
GEV vs LEN
-48.1%
+691.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.8% | +7.0% | +3.4% |
| 7D | +8.1% | -2.9% | +11.0% | +8.3% |
| 30D | -1.9% | -8.9% | +6.9% | -1.4% |
| 3M | +4.1% | -10.9% | +15.0% | +4.7% |
| 6M | +23.2% | -19.7% | +42.9% | +23.9% |
| YTD | +48.9% | -20.6% | +69.5% | +49.5% |
| 1Y | +62.2% | -42.4% | +104.6% | +64.3% |
| All | +643.2% | -48.1% | +691.3% | +647.9% |
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