-38.2%
LEN vs GWRE
-25.4%
-12.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -19.9% | +18.9% | +0.1% |
| 7D | -3.2% | -21.1% | +17.9% | -2.0% |
| 30D | -4.9% | +1.3% | -6.2% | -5.1% |
| 3M | -8.5% | +7.4% | -15.9% | -9.2% |
| 6M | -20.7% | +5.6% | -26.3% | -20.8% |
| YTD | -17.4% | -19.2% | +1.8% | -13.4% |
| 1Y | -38.2% | -25.1% | -13.1% | -34.1% |
| All | -38.2% | -25.4% | -12.8% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling