+463.3%
GLW vs LEN
-25.9%
+489.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -3.8% | +11.4% | +8.3% |
| 7D | +14.0% | -2.9% | +16.9% | +14.5% |
| 30D | +0.4% | -8.9% | +9.2% | +2.0% |
| 3M | -11.3% | -10.9% | -0.4% | -9.7% |
| 6M | +35.1% | -19.7% | +54.7% | +39.3% |
| YTD | +90.5% | -20.6% | +111.1% | +95.9% |
| 1Y | +132.0% | -42.4% | +174.5% | +150.3% |
| 3Y | +463.3% | -26.5% | +489.9% | +422.2% |
| All | +463.3% | -25.9% | +489.2% | +422.2% |
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