+222.5%
GWW vs LEN
-13.2%
+235.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +3.6% | -5.8% | +9.3% | +5.0% |
| 30D | +12.1% | +13.7% | -1.6% | +8.1% |
| 3M | +12.9% | -3.9% | +16.8% | +13.3% |
| 6M | +19.3% | -0.4% | +19.7% | +18.0% |
| YTD | +48.7% | -16.8% | +65.6% | +53.7% |
| 1Y | +60.5% | -29.5% | +90.0% | +73.3% |
| 3Y | +93.3% | -25.6% | +118.9% | +96.6% |
| All | +222.5% | -13.2% | +235.7% | +200.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling