+16.4%
GS vs LEN
-27.0%
+43.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.4% | +5.8% | +1.5% |
| 7D | +1.6% | +0.7% | +0.9% | +1.4% |
| 30D | +1.7% | +13.0% | -11.3% | -1.1% |
| 3M | -11.6% | +1.9% | -13.5% | -12.1% |
| 6M | -1.9% | -0.7% | -1.2% | -2.4% |
| YTD | +5.1% | -13.8% | +18.9% | +5.3% |
| 1Y | +16.4% | -28.1% | +44.5% | +19.8% |
| All | +16.4% | -27.0% | +43.5% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling