+486.7%
GS vs LEN
+148.4%
+338.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.8% | +0.6% |
| 7D | -3.2% | +2.1% | -5.3% | -3.9% |
| 30D | -2.4% | +16.6% | -19.0% | -7.2% |
| 3M | -15.7% | +5.3% | -21.0% | -17.7% |
| 6M | -6.8% | -0.8% | -6.0% | -7.6% |
| YTD | -0.1% | -11.7% | +11.7% | +1.8% |
| 1Y | +12.1% | -24.6% | +36.7% | +19.5% |
| 3Y | +185.8% | -18.7% | +204.5% | +187.8% |
| 5Y | +140.1% | -4.4% | +144.5% | +122.4% |
| All | +486.7% | +148.4% | +338.3% | +277.4% |
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