+29.9%
GWW vs LEN
-37.1%
+67.0%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.1% |
| 7D | +1.4% | -3.2% | +4.6% | +2.0% |
| 30D | +3.3% | -4.9% | +8.2% | +4.2% |
| 3M | +2.9% | -8.5% | +11.4% | +4.5% |
| 6M | +15.8% | -20.7% | +36.4% | +20.8% |
| YTD | +32.0% | -17.4% | +49.4% | +36.7% |
| 1Y | +29.9% | -38.2% | +68.1% | +36.8% |
| All | +29.9% | -37.1% | +67.0% | +36.8% |
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