+753.7%
CCJ vs LEN
+136.9%
+616.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -0.8% | -5.8% | +5.0% | +0.6% |
| 30D | -13.2% | +13.7% | -26.9% | -16.1% |
| 3M | -27.6% | -3.9% | -23.8% | -27.4% |
| 6M | -38.7% | -0.4% | -38.3% | -39.2% |
| YTD | -22.7% | -16.8% | -5.8% | -20.5% |
| 1Y | -17.6% | -29.5% | +11.9% | -12.2% |
| 3Y | +62.7% | -25.6% | +88.3% | +65.1% |
| 5Y | +159.7% | -13.2% | +173.0% | +146.3% |
| All | +753.7% | +136.9% | +616.7% | +515.2% |
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