+26.1%
GH vs LEN
-10.5%
+36.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | -0.2% | -3.4% | +3.2% | +1.7% |
| 30D | -2.6% | -5.7% | +3.0% | +0.1% |
| 3M | +25.1% | -12.2% | +37.3% | +32.4% |
| 6M | +78.5% | -18.3% | +96.8% | +96.2% |
| YTD | +59.4% | -20.2% | +79.6% | +74.4% |
| 1Y | +173.9% | -40.1% | +213.9% | +252.4% |
| 3Y | +382.7% | -26.2% | +408.9% | +389.3% |
| All | +26.1% | -10.5% | +36.6% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling