+199.8%
GS vs LEN
-25.9%
+225.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +5.9% | -5.8% | +11.6% | +7.3% |
| 30D | +4.3% | +13.7% | -9.4% | +0.9% |
| 3M | -11.7% | -3.9% | -7.8% | -11.2% |
| 6M | -3.2% | -0.4% | -2.8% | -3.9% |
| YTD | +5.8% | -16.8% | +22.6% | +8.6% |
| 1Y | +16.0% | -29.5% | +45.5% | +23.6% |
| 3Y | +199.8% | -25.6% | +225.3% | +170.1% |
| All | +199.8% | -25.9% | +225.6% | +170.1% |
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 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