-9.8%
LEN vs GAP
+6.6%
-16.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.0% | +1.6% |
| 7D | -3.4% | -3.2% | -0.2% | -2.7% |
| 30D | -5.7% | -0.7% | -5.0% | -5.8% |
| 3M | -12.2% | -0.5% | -11.8% | -12.5% |
| 6M | -18.3% | -5.0% | -13.3% | -18.0% |
| YTD | -20.2% | -14.7% | -5.5% | -18.3% |
| 1Y | -40.1% | -8.6% | -31.4% | -39.8% |
| 3Y | -26.2% | +108.4% | -134.5% | -44.0% |
| 5Y | -9.8% | +5.8% | -15.6% | -27.3% |
| All | -9.8% | +6.6% | -16.4% | -27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling