+1,710.5%
GS vs LEN
+1,059.7%
+650.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.7% | -5.7% | -6.1% |
| 7D | -6.3% | +7.2% | -13.5% | -8.7% |
| 30D | -3.1% | +19.1% | -22.2% | -9.4% |
| 3M | -17.7% | +4.9% | -22.6% | -19.8% |
| 6M | -4.6% | +7.6% | -12.1% | -8.3% |
| YTD | +0.3% | -8.9% | +9.2% | +1.3% |
| 1Y | +11.7% | -22.7% | +34.4% | +19.1% |
| 3Y | +183.6% | -16.8% | +200.4% | +184.7% |
| 5Y | +141.0% | -1.4% | +142.3% | +120.2% |
| 10Y | +507.4% | +160.3% | +347.1% | +249.3% |
| All | +1,710.5% | +1,059.7% | +650.9% | +270.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling