+3,273.8%
GLW vs LEN
+10,996.9%
-7,723.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.4% | +2.1% | -1.8% |
| 7D | -11.1% | +0.7% | -11.8% | -11.4% |
| 30D | -28.4% | +13.0% | -41.4% | -31.4% |
| 3M | -28.8% | +1.9% | -30.7% | -30.0% |
| 6M | -39.8% | -0.7% | -39.1% | -40.6% |
| YTD | +28.7% | -13.8% | +42.5% | +31.6% |
| 1Y | +27.7% | -28.1% | +55.8% | +36.8% |
| 3Y | +331.3% | -22.8% | +354.2% | +339.3% |
| 5Y | +233.4% | -7.4% | +240.8% | +215.1% |
| 10Y | +521.8% | +143.7% | +378.1% | +319.5% |
| All | +3,273.8% | +10,996.9% | -7,723.2% | +680.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling