+9,979.6%
LEN vs GFI
+682.6%
+9,297.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | -3.4% | +4.7% | -8.1% | -3.6% |
| 30D | -5.7% | +14.4% | -20.1% | -6.5% |
| 3M | -12.2% | +32.5% | -44.7% | -13.8% |
| 6M | -18.3% | -7.2% | -11.1% | -18.3% |
| YTD | -20.2% | +10.9% | -31.1% | -21.2% |
| 1Y | -40.1% | +35.5% | -75.5% | -41.7% |
| 3Y | -26.2% | +312.1% | -338.3% | -33.6% |
| 5Y | -9.8% | +524.6% | -534.4% | -21.7% |
| 10Y | +109.1% | +1,092.7% | -983.6% | +71.4% |
| All | +9,979.6% | +682.6% | +9,297.0% | +8,964.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling