-9.8%
LEN vs GRMN
+75.7%
-85.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.0% |
| 7D | -3.4% | -1.4% | -2.0% | -2.8% |
| 30D | -5.7% | -13.1% | +7.4% | +0.3% |
| 3M | -12.2% | +14.9% | -27.2% | -18.5% |
| 6M | -18.3% | +13.1% | -31.4% | -23.6% |
| YTD | -20.2% | +35.3% | -55.5% | -31.9% |
| 1Y | -40.1% | +16.0% | -56.1% | -45.2% |
| 3Y | -26.2% | +179.6% | -205.8% | -62.7% |
| 5Y | -9.8% | +75.0% | -84.8% | -47.3% |
| All | -9.8% | +75.7% | -85.5% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling