-38.1%
GLXY vs LEN
-18.9%
-19.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.4% | +2.6% | -2.6% |
| 7D | -16.2% | +0.7% | -16.8% | -16.2% |
| 30D | -30.6% | +13.0% | -43.6% | -32.4% |
| 3M | -27.7% | +1.9% | -29.6% | -28.3% |
| 6M | -53.3% | -0.7% | -52.6% | -53.3% |
| YTD | -36.9% | -13.8% | -23.1% | -37.4% |
| 1Y | -55.6% | -28.1% | -27.5% | -54.6% |
| All | -38.1% | -18.9% | -19.2% | -40.0% |
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