+159.7%
GILD vs LEN
+108.0%
+51.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -2.9% | -1.0% |
| 7D | -4.8% | -4.8% | -0.1% | -4.2% |
| 30D | +5.8% | -6.6% | +12.4% | +6.6% |
| 3M | +14.9% | -15.7% | +30.6% | +17.2% |
| 6M | -0.4% | -16.6% | +16.3% | +1.6% |
| YTD | +18.5% | -21.3% | +39.9% | +21.4% |
| 1Y | +25.1% | -42.0% | +67.2% | +32.9% |
| 3Y | +105.9% | -27.9% | +133.8% | +110.2% |
| 5Y | +143.0% | -10.7% | +153.7% | +138.1% |
| All | +159.7% | +108.0% | +51.7% | +138.6% |
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 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