-1.8%
CARR vs LEN
-21.9%
+20.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.1% | -6.6% | -2.1% |
| 7D | -0.7% | +10.5% | -11.1% | -4.6% |
| 30D | +0.3% | +24.6% | -24.3% | -8.5% |
| 3M | -14.9% | +6.6% | -21.5% | -17.3% |
| 6M | -14.9% | +10.6% | -25.5% | -18.9% |
| YTD | +7.0% | -8.3% | +15.3% | +10.3% |
| 1Y | -1.8% | -22.5% | +20.8% | +6.6% |
| All | -1.8% | -21.9% | +20.1% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling