+476.8%
LEN vs GNRC
+2,077.0%
-1,600.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.4% | +1.1% |
| 7D | -3.4% | +3.2% | -6.5% | -4.4% |
| 30D | -5.7% | -9.5% | +3.9% | -3.0% |
| 3M | -12.2% | -28.5% | +16.3% | -3.7% |
| 6M | -18.3% | -10.0% | -8.3% | -17.8% |
| YTD | -20.2% | +36.7% | -56.9% | -30.8% |
| 1Y | -40.1% | +2.6% | -42.6% | -43.5% |
| 3Y | -26.2% | +61.9% | -88.1% | -42.5% |
| 5Y | -9.8% | -59.0% | +49.2% | +1.9% |
| 10Y | +109.1% | +444.8% | -335.6% | -4.5% |
| All | +476.8% | +2,077.0% | -1,600.2% | +54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling