+478.5%
GS vs LEN
+166.0%
+312.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.2% | +1.5% | +3.7% |
| 7D | +0.8% | +0.6% | +0.2% | +0.6% |
| 30D | +1.2% | +19.4% | -18.2% | -4.4% |
| 3M | -12.4% | +4.5% | -16.9% | -14.2% |
| 6M | -2.3% | +4.9% | -7.2% | -4.8% |
| YTD | +4.6% | -8.9% | +13.5% | +5.6% |
| 1Y | +17.5% | -23.0% | +40.5% | +24.5% |
| 3Y | +202.0% | -16.7% | +218.7% | +202.1% |
| 5Y | +152.4% | -4.5% | +156.8% | +134.0% |
| 10Y | +478.5% | +162.2% | +316.4% | +261.6% |
| All | +478.5% | +166.0% | +312.5% | +261.6% |
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 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