+216.8%
CB vs LEN
+99.2%
+117.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.8% | +2.4% | -0.6% |
| 7D | -0.6% | -2.9% | +2.3% | 0.0% |
| 30D | -3.9% | -8.9% | +5.0% | -2.0% |
| 3M | +4.9% | -10.9% | +15.8% | +7.0% |
| 6M | +3.3% | -19.7% | +22.9% | +7.4% |
| YTD | +8.5% | -20.6% | +29.1% | +12.7% |
| 1Y | +22.1% | -42.4% | +64.5% | +36.2% |
| 3Y | +70.1% | -26.5% | +96.7% | +72.8% |
| 5Y | +97.4% | -10.9% | +108.3% | +84.3% |
| 10Y | +216.8% | +100.6% | +116.2% | +118.3% |
| All | +216.8% | +99.2% | +117.6% | +118.3% |
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