+230.7%
GM vs LEN
+519.6%
-288.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.6% |
| 7D | -1.1% | -3.4% | +2.3% | +0.4% |
| 30D | -4.6% | -5.7% | +1.1% | -2.3% |
| 3M | +0.2% | -12.2% | +12.4% | +5.3% |
| 6M | +12.6% | -18.3% | +30.9% | +21.6% |
| YTD | +3.7% | -20.2% | +23.9% | +12.3% |
| 1Y | +45.6% | -40.1% | +85.7% | +77.6% |
| 3Y | +162.0% | -26.2% | +188.2% | +180.1% |
| 5Y | +80.5% | -9.8% | +90.3% | +72.3% |
| 10Y | +231.3% | +109.1% | +122.2% | +99.7% |
| All | +230.7% | +519.6% | -288.9% | +9.7% |
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