-10.4%
LEN vs GFI
+524.1%
-534.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.3% |
| 7D | -4.8% | -4.9% | +0.1% | -4.3% |
| 30D | -6.6% | +10.7% | -17.3% | -7.6% |
| 3M | -15.7% | +25.6% | -41.3% | -17.7% |
| 6M | -16.6% | -8.3% | -8.4% | -16.7% |
| YTD | -21.3% | +6.3% | -27.7% | -22.6% |
| 1Y | -42.0% | +22.1% | -64.1% | -44.0% |
| 3Y | -27.9% | +289.2% | -317.1% | -40.4% |
| All | -10.4% | +524.1% | -534.5% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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