+265.0%
C vs LEN
-24.6%
+289.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | +3.6% | -3.2% | +6.8% | +4.4% |
| 30D | +0.1% | -4.9% | +5.0% | +1.1% |
| 3M | +2.4% | -8.5% | +10.9% | +4.1% |
| 6M | +24.9% | -20.7% | +45.6% | +30.4% |
| YTD | +19.8% | -17.4% | +37.2% | +23.1% |
| 1Y | +44.9% | -38.2% | +83.1% | +59.1% |
| All | +265.0% | -24.6% | +289.6% | +241.4% |
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