+13,447.0%
GOOG vs LEN
+140.3%
+13,306.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.9% | +0.9% |
| 7D | +1.1% | -2.9% | +4.0% | +1.7% |
| 30D | -5.1% | -8.9% | +3.8% | -3.2% |
| 3M | -7.1% | -10.9% | +3.8% | -5.1% |
| 6M | +12.7% | -19.7% | +32.3% | +17.5% |
| YTD | +7.1% | -20.6% | +27.7% | +11.5% |
| 1Y | +43.6% | -42.4% | +86.0% | +59.8% |
| 3Y | +146.8% | -26.5% | +173.3% | +154.1% |
| 5Y | +133.7% | -10.9% | +144.6% | +128.2% |
| 10Y | +773.3% | +100.6% | +672.7% | +576.1% |
| All | +13,447.0% | +140.3% | +13,306.7% | +7,837.6% |
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