+135.0%
GOOG vs LEN
-13.7%
+148.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.2% | +1.6% |
| 7D | -2.5% | -7.8% | +5.3% | -0.3% |
| 30D | -3.6% | -11.0% | +7.4% | -0.4% |
| 3M | -6.4% | -12.8% | +6.4% | -3.3% |
| 6M | +7.8% | -20.2% | +28.0% | +14.0% |
| YTD | +5.5% | -23.0% | +28.5% | +12.0% |
| 1Y | +38.3% | -41.8% | +80.1% | +59.3% |
| 3Y | +143.1% | -28.8% | +171.9% | +139.7% |
| 5Y | +135.0% | -12.6% | +147.6% | +99.3% |
| All | +135.0% | -13.7% | +148.7% | +99.3% |
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