+18.6%
GLXY vs LEN
-25.3%
+43.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.8% | +6.6% | +3.6% |
| 7D | +15.5% | -2.9% | +18.3% | +16.2% |
| 30D | +34.1% | -8.9% | +43.0% | +36.6% |
| 3M | -11.3% | -10.9% | -0.4% | -9.1% |
| 6M | +31.6% | -19.7% | +51.3% | +35.2% |
| YTD | +21.0% | -20.6% | +41.6% | +22.3% |
| 1Y | +11.7% | -42.4% | +54.1% | +18.6% |
| All | +18.6% | -25.3% | +43.9% | +17.3% |
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