-4.6%
CARR vs LEN
-37.1%
+32.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.5% |
| 7D | +1.6% | -3.2% | +4.8% | +3.0% |
| 30D | -8.7% | -4.9% | -3.8% | -6.9% |
| 3M | -12.6% | -8.5% | -4.1% | -9.5% |
| 6M | -1.5% | -20.7% | +19.1% | +7.1% |
| YTD | +14.3% | -17.4% | +31.7% | +22.8% |
| 1Y | -4.6% | -38.2% | +33.7% | +10.7% |
| All | -4.6% | -37.1% | +32.5% | +10.7% |
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