-25.6%
LEN vs GRMN
+158.7%
-184.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.5% | -2.3% |
| 7D | -8.7% | -0.1% | -8.7% | -8.7% |
| 30D | +11.6% | +3.5% | +8.0% | +10.4% |
| 3M | -1.3% | -7.3% | +6.1% | +0.9% |
| 6M | -1.4% | +21.8% | -23.2% | -8.1% |
| YTD | -16.9% | +42.8% | -59.7% | -26.6% |
| 1Y | -31.2% | +46.5% | -77.6% | -39.7% |
| All | -25.6% | +158.7% | -184.3% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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