+740.7%
GOOGL vs LEN
+103.6%
+637.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +1.5% |
| 7D | -2.8% | -7.8% | +4.9% | -0.8% |
| 30D | -3.2% | -11.0% | +7.8% | -0.3% |
| 3M | -6.6% | -12.8% | +6.2% | -3.7% |
| 6M | +8.5% | -20.2% | +28.7% | +14.1% |
| YTD | +6.5% | -23.0% | +29.5% | +12.5% |
| 1Y | +39.4% | -41.8% | +81.2% | +57.9% |
| 3Y | +146.2% | -28.8% | +175.0% | +153.8% |
| 5Y | +138.3% | -12.6% | +150.9% | +126.4% |
| All | +740.7% | +103.6% | +637.1% | +530.0% |
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