+1,438.8%
GIS vs LEN
+10,174.6%
-8,735.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.6% |
| 7D | -8.6% | -3.4% | -5.2% | -8.4% |
| 30D | -0.5% | -5.7% | +5.2% | 0.0% |
| 3M | +11.9% | -12.2% | +24.1% | +12.9% |
| 6M | -11.6% | -18.3% | +6.7% | -10.3% |
| YTD | -16.3% | -20.2% | +3.9% | -15.0% |
| 1Y | -21.8% | -40.1% | +18.3% | -18.8% |
| 3Y | -35.7% | -26.2% | -9.5% | -34.8% |
| 5Y | -22.9% | -9.8% | -13.0% | -23.7% |
| 10Y | -16.8% | +109.1% | -126.0% | -24.8% |
| All | +1,438.8% | +10,174.6% | -8,735.9% | +825.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling