+15.5%
GLXY vs LEN
-22.3%
+37.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | +13.4% | -3.2% | +16.6% | +14.2% |
| 30D | +38.1% | -4.9% | +43.0% | +39.4% |
| 3M | -7.3% | -8.5% | +1.2% | -5.4% |
| 6M | +8.2% | -20.7% | +28.8% | +10.4% |
| YTD | +17.8% | -17.4% | +35.2% | +18.1% |
| 1Y | +14.9% | -38.2% | +53.2% | +20.4% |
| All | +15.5% | -22.3% | +37.8% | +13.3% |
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 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