-22.5%
LEN vs GGLL
-11.6%
-10.9%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +6.5% | +0.6% | +6.6% |
| 7D | +10.5% | -23.1% | +33.6% | +11.9% |
| 30D | +24.6% | -32.9% | +57.5% | +27.8% |
| 3M | +6.6% | -44.9% | +51.5% | +11.4% |
| 6M | +10.6% | -49.5% | +60.2% | +16.8% |
| YTD | -8.3% | -28.9% | +20.6% | -8.9% |
| 1Y | -22.5% | -12.2% | -10.3% | -24.2% |
| All | -22.5% | -11.6% | -10.9% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling