+22.1%
CB vs LEN
-42.1%
+64.1%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.8% | +2.4% | -1.4% |
| 7D | -0.6% | -2.9% | +2.3% | -0.6% |
| 30D | -3.9% | -8.9% | +5.0% | -3.8% |
| 3M | +4.9% | -10.9% | +15.8% | +5.1% |
| 6M | +3.3% | -19.7% | +22.9% | +3.9% |
| YTD | +8.5% | -20.6% | +29.1% | +9.0% |
| 1Y | +22.1% | -42.4% | +64.5% | +26.9% |
| All | +22.1% | -42.1% | +64.1% | +26.9% |
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