-18.0%
GIS vs LEN
-37.1%
+19.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.4% | -2.3% |
| 7D | -7.8% | -3.2% | -4.7% | -7.3% |
| 30D | +6.6% | -4.9% | +11.5% | +7.4% |
| 3M | +21.0% | -8.5% | +29.5% | +22.2% |
| 6M | -9.1% | -20.7% | +11.6% | -5.6% |
| YTD | -13.6% | -17.4% | +3.8% | -10.8% |
| 1Y | -18.0% | -38.2% | +20.2% | -11.3% |
| All | -18.0% | -37.1% | +19.1% | -11.3% |
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