+307.7%
GLW vs LEN
-18.1%
+325.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.1% | +5.7% | +3.0% |
| 7D | -13.9% | +2.1% | -16.0% | -14.3% |
| 30D | -35.0% | +16.6% | -51.6% | -36.9% |
| 3M | -32.4% | +5.3% | -37.7% | -33.3% |
| 6M | -41.3% | -0.8% | -40.6% | -41.6% |
| YTD | +21.8% | -11.7% | +33.6% | +22.4% |
| 1Y | +21.8% | -24.6% | +46.4% | +24.8% |
| 3Y | +307.7% | -18.7% | +326.3% | +258.4% |
| All | +307.7% | -18.1% | +325.8% | +258.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling