+15,961.7%
GWW vs LEN
+10,606.4%
+5,355.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +3.6% | -5.8% | +9.3% | +4.7% |
| 30D | +12.1% | +13.7% | -1.6% | +9.0% |
| 3M | +12.9% | -3.9% | +16.8% | +13.2% |
| 6M | +19.3% | -0.4% | +19.7% | +18.4% |
| YTD | +48.7% | -16.8% | +65.6% | +52.3% |
| 1Y | +60.5% | -29.5% | +90.0% | +69.6% |
| 3Y | +93.3% | -25.6% | +118.9% | +98.7% |
| 5Y | +219.0% | -13.2% | +232.2% | +213.7% |
| 10Y | +659.0% | +138.5% | +520.5% | +489.0% |
| All | +15,961.7% | +10,606.4% | +5,355.4% | +5,589.3% |
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 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