+109.1%
LEN vs GPC
+83.6%
+25.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -0.1% |
| 7D | -3.4% | -0.6% | -2.7% | -3.0% |
| 30D | -5.7% | +1.3% | -7.0% | -6.4% |
| 3M | -12.2% | +37.1% | -49.3% | -29.0% |
| 6M | -18.3% | +23.2% | -41.5% | -29.2% |
| YTD | -20.2% | +13.1% | -33.3% | -28.1% |
| 1Y | -40.1% | +0.9% | -40.9% | -41.7% |
| 3Y | -26.2% | -0.8% | -25.4% | -30.5% |
| 5Y | -9.8% | +31.1% | -41.0% | -30.4% |
| 10Y | +109.1% | +87.4% | +21.8% | +14.3% |
| All | +109.1% | +83.6% | +25.5% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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