+692.8%
GOOGL vs LEN
+136.9%
+555.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +3.9% | -5.8% | +9.6% | +5.3% |
| 30D | -14.9% | +13.7% | -28.6% | -18.1% |
| 3M | -14.6% | -3.9% | -10.7% | -14.4% |
| 6M | -26.4% | -0.4% | -26.1% | -27.4% |
| YTD | -5.3% | -16.8% | +11.5% | -2.7% |
| 1Y | +6.5% | -29.5% | +35.9% | +14.0% |
| 3Y | +126.0% | -25.6% | +151.6% | +129.0% |
| 5Y | +100.8% | -13.2% | +114.1% | +89.4% |
| All | +692.8% | +136.9% | +555.9% | +465.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling