+71.8%
GH vs LEN
-21.9%
+93.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +7.1% | -10.8% | -4.2% |
| 7D | -7.7% | +10.5% | -18.1% | -8.6% |
| 30D | -10.0% | +24.6% | -34.6% | -12.4% |
| 3M | +5.5% | +6.6% | -1.1% | +5.3% |
| 6M | +84.9% | +10.6% | +74.3% | +82.2% |
| YTD | +65.0% | -8.3% | +73.4% | +62.9% |
| 1Y | +71.8% | -22.5% | +94.3% | +72.8% |
| All | +71.8% | -21.9% | +93.7% | +72.8% |
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 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