+216.0%
C vs LEN
-25.9%
+241.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | 0.0% |
| 7D | +4.2% | -5.8% | +9.9% | +5.3% |
| 30D | +2.0% | +13.7% | -11.7% | -0.8% |
| 3M | -10.1% | -3.9% | -6.3% | -9.8% |
| 6M | +1.0% | -0.4% | +1.4% | +0.3% |
| YTD | +8.5% | -16.8% | +25.3% | +10.7% |
| 1Y | +25.7% | -29.5% | +55.2% | +33.0% |
| 3Y | +216.0% | -25.6% | +241.6% | +187.5% |
| All | +216.0% | -25.9% | +241.8% | +187.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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