-27.9%
LEN vs GNRC
+61.6%
-89.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.9% | -0.7% | +1.5% |
| 7D | -4.8% | -0.2% | -4.6% | -4.7% |
| 30D | -6.6% | -15.7% | +9.2% | -2.7% |
| 3M | -15.7% | -27.3% | +11.7% | -9.5% |
| 6M | -16.6% | -12.1% | -4.6% | -16.0% |
| YTD | -21.3% | +37.1% | -58.5% | -31.4% |
| 1Y | -42.0% | -0.5% | -41.6% | -44.9% |
| 3Y | -27.9% | +61.5% | -89.4% | -45.6% |
| All | -27.9% | +61.6% | -89.5% | -45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling