+371.1%
GH vs LEN
+109.3%
+261.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.1% | -2.1% |
| 7D | +0.6% | -5.8% | +6.3% | +3.0% |
| 30D | -6.9% | +13.7% | -20.6% | -12.6% |
| 3M | -4.9% | -3.9% | -1.0% | -5.0% |
| 6M | +54.1% | -0.4% | +54.4% | +50.6% |
| YTD | +48.5% | -16.8% | +65.4% | +54.4% |
| 1Y | +61.2% | -29.5% | +90.7% | +79.2% |
| 3Y | +570.3% | -25.6% | +595.9% | +604.2% |
| 5Y | +46.1% | -13.2% | +59.4% | +38.7% |
| All | +371.1% | +109.3% | +261.8% | +198.4% |
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