+134.7%
GLW vs LEN
-41.8%
+176.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | +16.9% | -3.4% | +20.3% | +17.6% |
| 30D | +7.0% | -5.7% | +12.6% | +8.0% |
| 3M | -3.0% | -12.2% | +9.3% | -0.5% |
| 6M | +31.0% | -18.3% | +49.3% | +32.6% |
| YTD | +93.4% | -20.2% | +113.6% | +96.0% |
| 1Y | +134.7% | -40.1% | +174.8% | +138.7% |
| All | +134.7% | -41.8% | +176.5% | +138.7% |
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