+37.4%
GILD vs LEN
-37.1%
+74.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | +3.7% | -3.2% | +6.8% | +4.0% |
| 30D | +14.6% | -4.9% | +19.5% | +15.2% |
| 3M | +17.7% | -8.5% | +26.2% | +18.6% |
| 6M | +3.1% | -20.7% | +23.8% | +4.8% |
| YTD | +24.5% | -17.4% | +41.9% | +25.4% |
| 1Y | +37.4% | -38.2% | +75.6% | +48.3% |
| All | +37.4% | -37.1% | +74.5% | +48.3% |
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