+40.0%
GLW vs LEN
-30.4%
+70.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | +7.7% | -5.8% | +13.5% | +8.7% |
| 30D | -18.8% | +13.7% | -32.5% | -21.4% |
| 3M | -27.7% | -3.9% | -23.9% | -27.2% |
| 6M | -44.4% | -0.4% | -44.1% | -44.7% |
| YTD | +31.3% | -16.8% | +48.1% | +32.2% |
| 1Y | +40.0% | -29.5% | +69.5% | +40.5% |
| All | +40.0% | -30.4% | +70.5% | +40.5% |
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 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