+103.0%
LEN vs GAP
+31.2%
+71.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.9% | -0.7% | +1.4% |
| 7D | -4.8% | -4.1% | -0.7% | -3.7% |
| 30D | -6.6% | +6.2% | -12.8% | -8.4% |
| 3M | -15.7% | -0.7% | -15.0% | -15.9% |
| 6M | -16.6% | -7.1% | -9.5% | -15.8% |
| YTD | -21.3% | -14.1% | -7.3% | -19.3% |
| 1Y | -42.0% | -8.5% | -33.5% | -41.8% |
| 3Y | -27.9% | +115.4% | -143.3% | -48.4% |
| 5Y | -10.7% | +9.8% | -20.5% | -27.2% |
| All | +103.0% | +31.2% | +71.8% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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