-25.6%
LEN vs GAP
+70.6%
-96.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | +0.2% |
| 7D | -5.8% | -1.9% | -3.9% | -5.4% |
| 30D | +13.7% | -7.1% | +20.8% | +15.5% |
| 3M | -3.9% | +4.1% | -8.0% | -4.9% |
| 6M | -0.4% | +1.9% | -2.3% | -1.5% |
| YTD | -16.8% | -15.2% | -1.6% | -15.2% |
| 1Y | -29.5% | -10.6% | -18.9% | -28.7% |
| 3Y | -25.6% | +74.6% | -100.2% | -29.5% |
| All | -25.6% | +70.6% | -96.2% | -29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling