-55.2%
GLXY vs LEN
-21.9%
-33.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +7.1% | -24.1% | -16.9% |
| 7D | -26.8% | +10.5% | -37.3% | -27.5% |
| 30D | -38.3% | +24.6% | -63.0% | -40.7% |
| 3M | -36.9% | +6.6% | -43.5% | -37.1% |
| 6M | -52.1% | +10.6% | -62.8% | -52.4% |
| YTD | -37.5% | -8.3% | -29.2% | -39.7% |
| 1Y | -55.2% | -22.5% | -32.7% | -55.4% |
| All | -55.2% | -21.9% | -33.3% | -55.4% |
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 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