+162.2%
LEN vs GPC
+93.7%
+68.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.3% | +0.9% | +1.7% |
| 7D | +0.6% | +0.8% | -0.2% | +0.2% |
| 30D | +19.4% | -1.1% | +20.5% | +20.0% |
| 3M | +4.5% | -6.6% | +11.2% | +9.2% |
| 6M | +4.9% | +22.2% | -17.3% | -8.8% |
| YTD | -8.9% | +5.1% | -14.0% | -14.1% |
| 1Y | -23.0% | +2.8% | -25.8% | -26.2% |
| 3Y | -16.7% | +2.4% | -19.1% | -23.1% |
| 5Y | -4.5% | +7.8% | -12.2% | -16.0% |
| 10Y | +162.2% | +87.2% | +74.9% | +46.1% |
| All | +162.2% | +93.7% | +68.4% | +46.1% |
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