+96.9%
GLD vs LEN
-25.9%
+122.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | -4.6% | -5.8% | +1.2% | -4.1% |
| 30D | -5.5% | +13.7% | -19.2% | -6.4% |
| 3M | -10.9% | -3.9% | -7.0% | -10.7% |
| 6M | -17.4% | -0.4% | -17.1% | -17.5% |
| YTD | -10.3% | -16.8% | +6.5% | -9.6% |
| 1Y | -7.2% | -29.5% | +22.3% | -6.0% |
| 3Y | +96.9% | -25.6% | +122.5% | +93.9% |
| All | +96.9% | -25.9% | +122.8% | +93.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling