+561.8%
GWW vs LEN
+108.0%
+453.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.1% |
| 7D | -3.4% | -4.8% | +1.4% | -2.1% |
| 30D | -1.9% | -6.6% | +4.7% | -0.1% |
| 3M | -2.4% | -15.7% | +13.3% | +1.9% |
| 6M | +15.7% | -16.6% | +32.4% | +20.6% |
| YTD | +27.6% | -21.3% | +48.9% | +34.8% |
| 1Y | +27.2% | -42.0% | +69.2% | +45.8% |
| 3Y | +89.7% | -27.9% | +117.6% | +98.2% |
| 5Y | +223.9% | -10.7% | +234.6% | +210.0% |
| All | +561.8% | +108.0% | +453.7% | +393.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling