+457.2%
GS vs LEN
+147.0%
+310.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.4% | +5.8% | +2.1% |
| 7D | +1.6% | +0.7% | +0.9% | +1.3% |
| 30D | +1.7% | +13.0% | -11.3% | -2.5% |
| 3M | -11.6% | +1.9% | -13.5% | -12.8% |
| 6M | -1.9% | -0.7% | -1.2% | -2.9% |
| YTD | +5.1% | -13.8% | +18.9% | +7.8% |
| 1Y | +16.4% | -28.1% | +44.5% | +25.9% |
| 3Y | +199.0% | -22.8% | +221.8% | +205.9% |
| 5Y | +157.4% | -7.4% | +164.8% | +140.7% |
| 10Y | +457.2% | +143.7% | +313.5% | +258.1% |
| All | +457.2% | +147.0% | +310.2% | +258.1% |
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