+10,331.5%
LEN vs GAP
+2,258.2%
+8,073.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | -3.2% | -4.5% | +1.3% | -1.9% |
| 30D | -4.9% | +9.0% | -13.9% | -7.6% |
| 3M | -8.5% | +5.0% | -13.5% | -10.1% |
| 6M | -20.7% | -17.8% | -2.8% | -17.2% |
| YTD | -17.4% | -10.4% | -7.0% | -16.2% |
| 1Y | -38.2% | -3.4% | -34.9% | -39.0% |
| 3Y | -24.9% | +111.5% | -136.4% | -46.1% |
| 5Y | -11.4% | +8.8% | -20.3% | -28.0% |
| 10Y | +110.0% | +32.9% | +77.1% | +34.7% |
| All | +10,331.5% | +2,258.2% | +8,073.3% | +3,637.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling