+103.0%
LEN vs GDDY
+207.2%
-104.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.4% | +1.6% |
| 7D | -4.8% | -3.2% | -1.6% | -3.8% |
| 30D | -6.6% | +6.8% | -13.4% | -9.1% |
| 3M | -15.7% | +30.5% | -46.1% | -24.5% |
| 6M | -16.6% | +13.3% | -30.0% | -22.4% |
| YTD | -21.3% | -21.0% | -0.4% | -17.2% |
| 1Y | -42.0% | -34.0% | -8.0% | -34.7% |
| 3Y | -27.9% | +33.1% | -61.0% | -42.8% |
| 5Y | -10.7% | +30.3% | -41.0% | -30.0% |
| All | +103.0% | +207.2% | -104.2% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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