+425.9%
CARR vs LEN
+206.1%
+219.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.4% | -2.2% |
| 7D | +0.6% | -3.4% | +4.0% | +2.0% |
| 30D | -8.7% | -5.7% | -3.0% | -6.6% |
| 3M | -18.4% | -12.2% | -6.1% | -14.4% |
| 6M | -0.6% | -18.3% | +17.7% | +6.9% |
| YTD | +10.9% | -20.2% | +31.1% | +20.2% |
| 1Y | -7.3% | -40.1% | +32.8% | +11.8% |
| 3Y | +2.9% | -26.2% | +29.1% | +11.9% |
| 5Y | +9.6% | -9.8% | +19.5% | +7.9% |
| All | +425.9% | +206.1% | +219.9% | +249.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling