-25.9%
CCJ vs LEN
-21.9%
-4.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.1% | -8.3% | -2.7% |
| 7D | -14.5% | +10.5% | -25.0% | -16.6% |
| 30D | -18.1% | +24.6% | -42.7% | -22.8% |
| 3M | -23.0% | +6.6% | -29.6% | -24.4% |
| 6M | -39.4% | +10.6% | -50.0% | -41.0% |
| YTD | -21.7% | -8.3% | -13.3% | -22.9% |
| 1Y | -25.9% | -22.5% | -3.4% | -27.3% |
| All | -25.9% | -21.9% | -4.0% | -27.3% |
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 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