+246.7%
CB vs LEN
+147.0%
+99.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.4% | +6.9% | +2.7% |
| 7D | +0.7% | +0.7% | 0.0% | +0.4% |
| 30D | +8.2% | +13.0% | -4.8% | +5.1% |
| 3M | +6.3% | +1.9% | +4.4% | +5.3% |
| 6M | +16.2% | -0.7% | +16.9% | +15.1% |
| YTD | +19.3% | -13.8% | +33.1% | +21.2% |
| 1Y | +29.2% | -28.1% | +57.3% | +36.5% |
| 3Y | +71.4% | -22.8% | +94.3% | +72.1% |
| 5Y | +104.2% | -7.4% | +111.6% | +89.0% |
| 10Y | +246.7% | +143.7% | +103.0% | +128.1% |
| All | +246.7% | +147.0% | +99.7% | +128.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling