+342.1%
GLW vs LEN
-10.8%
+352.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +6.0% |
| 7D | +3.8% | -3.2% | +7.0% | +4.6% |
| 30D | -1.3% | -4.9% | +3.5% | -0.2% |
| 3M | -21.8% | -8.5% | -13.3% | -20.3% |
| 6M | +6.9% | -20.7% | +27.6% | +12.7% |
| YTD | +77.2% | -17.4% | +94.6% | +83.8% |
| 1Y | +123.2% | -38.2% | +161.5% | +148.1% |
| 3Y | +400.0% | -24.9% | +424.9% | +396.8% |
| All | +342.1% | -10.8% | +352.9% | +287.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling