-12.1%
GTLB vs LEN
-26.2%
+14.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.9% |
| 7D | -6.6% | -3.4% | -3.2% | -5.7% |
| 30D | +13.7% | -5.7% | +19.4% | +15.4% |
| 3M | +52.9% | -12.2% | +65.1% | +57.4% |
| 6M | +88.5% | -18.3% | +106.8% | +97.0% |
| YTD | +23.4% | -20.2% | +43.6% | +27.9% |
| 1Y | -3.8% | -40.1% | +36.2% | +9.8% |
| All | -12.1% | -26.2% | +14.1% | -19.9% |
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