-25.2%
GIS vs LEN
-13.7%
-11.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.5% | +0.5% | -2.6% |
| 7D | -8.4% | -7.8% | -0.6% | -7.5% |
| 30D | -5.2% | -11.0% | +5.8% | -3.8% |
| 3M | +8.2% | -12.8% | +21.0% | +9.8% |
| 6M | -12.0% | -20.2% | +8.2% | -9.9% |
| YTD | -18.9% | -23.0% | +4.2% | -16.6% |
| 1Y | -23.6% | -41.8% | +18.2% | -19.1% |
| 3Y | -37.6% | -28.8% | -8.8% | -36.0% |
| 5Y | -25.2% | -12.6% | -12.6% | -27.1% |
| All | -25.2% | -13.7% | -11.5% | -27.1% |
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