+103.0%
LEN vs GWRE
+131.0%
-27.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.0% |
| 7D | -4.8% | -13.2% | +8.5% | -1.0% |
| 30D | -6.6% | -18.6% | +12.0% | -2.2% |
| 3M | -15.7% | +18.9% | -34.6% | -21.6% |
| 6M | -16.6% | -11.0% | -5.7% | -17.3% |
| YTD | -21.3% | -29.9% | +8.6% | -16.4% |
| 1Y | -42.0% | -44.3% | +2.3% | -33.4% |
| 3Y | -27.9% | +51.7% | -79.6% | -46.4% |
| 5Y | -10.7% | +15.4% | -26.1% | -29.2% |
| All | +103.0% | +131.0% | -27.9% | +22.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling