+867.9%
GLW vs LEN
+103.7%
+764.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | +16.9% | -3.4% | +20.3% | +18.0% |
| 30D | +7.0% | -5.7% | +12.6% | +8.5% |
| 3M | -3.0% | -12.2% | +9.3% | +0.4% |
| 6M | +31.0% | -18.3% | +49.3% | +38.5% |
| YTD | +93.4% | -20.2% | +113.6% | +104.6% |
| 1Y | +134.7% | -40.1% | +174.8% | +169.3% |
| 3Y | +471.8% | -26.2% | +498.0% | +487.7% |
| 5Y | +394.5% | -9.8% | +404.3% | +358.5% |
| 10Y | +867.9% | +109.1% | +758.8% | +508.5% |
| All | +867.9% | +103.7% | +764.2% | +508.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling