-22.5%
LEN vs GNRC
+17.5%
-40.1%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -9.5% | +16.6% | +8.3% |
| 7D | +10.5% | -6.0% | +16.4% | +11.0% |
| 30D | +24.6% | -12.0% | +36.7% | +26.5% |
| 3M | +6.6% | -13.4% | +20.0% | +8.3% |
| 6M | +10.6% | -26.4% | +37.0% | +15.0% |
| YTD | -8.3% | +38.8% | -47.1% | -26.2% |
| 1Y | -22.5% | +20.9% | -43.4% | -34.0% |
| All | -22.5% | +17.5% | -40.1% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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