+49.2%
GH vs LEN
-12.2%
+61.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.2% | +1.7% |
| 7D | +0.9% | -8.7% | +9.7% | +5.6% |
| 30D | -4.5% | +11.6% | -16.0% | -11.1% |
| 3M | -6.2% | -1.3% | -4.9% | -7.9% |
| 6M | +55.0% | -1.4% | +56.4% | +50.9% |
| YTD | +51.6% | -16.9% | +68.5% | +59.0% |
| 1Y | +58.3% | -31.2% | +89.4% | +85.2% |
| 3Y | +617.6% | -25.6% | +643.2% | +613.9% |
| 5Y | +49.2% | -13.3% | +62.4% | +4.2% |
| All | +49.2% | -12.2% | +61.4% | +4.2% |
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