-21.1%
GIS vs LEN
+108.0%
-129.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.6% |
| 7D | -6.4% | -4.8% | -1.6% | -5.9% |
| 30D | -6.1% | -6.6% | +0.5% | -5.4% |
| 3M | +7.8% | -15.7% | +23.5% | +9.7% |
| 6M | -8.8% | -16.6% | +7.9% | -7.2% |
| YTD | -19.1% | -21.3% | +2.2% | -17.2% |
| 1Y | -24.8% | -42.0% | +17.3% | -20.6% |
| 3Y | -37.6% | -27.9% | -9.6% | -36.2% |
| 5Y | -25.4% | -10.7% | -14.7% | -26.5% |
| All | -21.1% | +108.0% | -129.1% | -31.9% |
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