+40.6%
GLW vs LEN
-21.9%
+62.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +7.1% | -12.9% | -6.8% |
| 7D | -9.5% | +10.5% | -19.9% | -11.0% |
| 30D | -25.5% | +24.6% | -50.1% | -28.9% |
| 3M | -25.6% | +6.6% | -32.2% | -26.4% |
| 6M | -25.5% | +10.6% | -36.1% | -27.0% |
| YTD | +36.4% | -8.3% | +44.7% | +35.2% |
| 1Y | +40.6% | -22.5% | +63.1% | +38.6% |
| All | +40.6% | -21.9% | +62.5% | +38.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling