+142.4%
GILD vs LEN
-11.2%
+153.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -2.9% | -1.1% |
| 7D | -4.8% | -4.8% | -0.1% | -4.1% |
| 30D | +5.8% | -6.6% | +12.4% | +6.9% |
| 3M | +14.9% | -15.7% | +30.6% | +17.9% |
| 6M | -0.4% | -16.6% | +16.3% | +2.2% |
| YTD | +18.5% | -21.3% | +39.9% | +22.1% |
| 1Y | +25.1% | -42.0% | +67.2% | +35.7% |
| 3Y | +105.9% | -27.9% | +133.8% | +108.9% |
| All | +142.4% | -11.2% | +153.6% | +126.6% |
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