+150.5%
GOOGL vs LEN
-25.9%
+176.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +0.5% |
| 7D | +1.1% | -2.9% | +3.9% | +1.5% |
| 30D | -4.4% | -8.9% | +4.4% | -3.3% |
| 3M | -6.8% | -10.9% | +4.1% | -5.6% |
| 6M | +13.6% | -19.7% | +33.2% | +16.3% |
| YTD | +8.3% | -20.6% | +28.9% | +10.8% |
| 1Y | +44.9% | -42.4% | +87.4% | +54.2% |
| 3Y | +150.5% | -26.5% | +177.0% | +131.4% |
| All | +150.5% | -25.9% | +176.4% | +131.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling