+103.0%
LEN vs GNRC
+448.8%
-345.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.9% | -0.7% | +1.2% |
| 7D | -4.8% | -0.2% | -4.6% | -4.7% |
| 30D | -6.6% | -15.7% | +9.2% | -1.4% |
| 3M | -15.7% | -27.3% | +11.7% | -7.5% |
| 6M | -16.6% | -12.1% | -4.6% | -15.6% |
| YTD | -21.3% | +37.1% | -58.5% | -32.6% |
| 1Y | -42.0% | -0.5% | -41.6% | -45.1% |
| 3Y | -27.9% | +61.5% | -89.4% | -45.1% |
| 5Y | -10.7% | -58.6% | +47.9% | +5.3% |
| All | +103.0% | +448.8% | -345.8% | -21.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling