-10.9%
LEN vs GEN
+22.3%
-33.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.7% | -1.1% | -3.0% |
| 7D | -2.9% | -0.7% | -2.2% | -2.7% |
| 30D | -8.9% | +2.6% | -11.5% | -9.6% |
| 3M | -10.9% | +15.8% | -26.7% | -15.0% |
| 6M | -19.7% | +33.1% | -52.8% | -27.0% |
| YTD | -20.6% | +11.3% | -31.9% | -23.6% |
| 1Y | -42.4% | +1.7% | -44.1% | -43.0% |
| 3Y | -26.5% | +58.1% | -84.7% | -37.6% |
| 5Y | -10.9% | +20.6% | -31.6% | -17.8% |
| All | -10.9% | +22.3% | -33.3% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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