+39.7%
GOOG vs LEN
-41.0%
+80.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +1.2% |
| 7D | 0.0% | -4.8% | +4.8% | +0.7% |
| 30D | -2.0% | -6.6% | +4.6% | -1.1% |
| 3M | -5.9% | -15.7% | +9.8% | -4.0% |
| 6M | +8.9% | -16.6% | +25.5% | +10.4% |
| YTD | +7.1% | -21.3% | +28.5% | +8.9% |
| 1Y | +39.7% | -42.0% | +81.7% | +41.2% |
| All | +39.7% | -41.0% | +80.6% | +41.2% |
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