-2.7%
GFS vs LEN
-10.4%
+7.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.6% | +1.5% |
| 7D | +2.6% | -2.9% | +5.5% | +4.0% |
| 30D | -16.4% | -8.9% | -7.5% | -12.9% |
| 3M | -41.6% | -10.9% | -30.7% | -39.0% |
| 6M | -3.7% | -19.7% | +16.0% | +5.4% |
| YTD | +29.3% | -20.6% | +49.9% | +40.6% |
| 1Y | +37.1% | -42.4% | +79.5% | +73.4% |
| 3Y | -22.1% | -26.5% | +4.4% | -19.6% |
| All | -2.7% | -10.4% | +7.7% | -13.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling