+739.4%
GLD vs LEN
+148.8%
+590.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.8% |
| 7D | +4.7% | +2.1% | +2.6% | +4.7% |
| 30D | -0.9% | +16.6% | -17.5% | -1.0% |
| 3M | -4.4% | +5.3% | -9.7% | -4.5% |
| 6M | -13.6% | -0.8% | -12.8% | -13.6% |
| YTD | -6.0% | -11.7% | +5.7% | -6.0% |
| 1Y | +1.8% | -24.6% | +26.4% | +1.9% |
| 3Y | +103.2% | -18.7% | +121.8% | +103.3% |
| 5Y | +119.3% | -4.4% | +123.8% | +119.2% |
| 10Y | +199.5% | +152.2% | +47.3% | +200.1% |
| All | +739.4% | +148.8% | +590.6% | +764.9% |
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 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