+1,065.3%
CCJ vs LEN
+103.6%
+961.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.5% | +0.6% | -2.2% |
| 7D | -3.2% | -7.8% | +4.6% | -1.4% |
| 30D | -1.3% | -11.0% | +9.7% | +1.3% |
| 3M | +2.5% | -12.8% | +15.3% | +5.5% |
| 6M | -18.9% | -20.2% | +1.3% | -14.8% |
| YTD | +6.5% | -23.0% | +29.5% | +12.2% |
| 1Y | +22.8% | -41.8% | +64.6% | +37.1% |
| 3Y | +164.5% | -28.8% | +193.3% | +172.2% |
| 5Y | +303.7% | -12.6% | +316.3% | +284.9% |
| All | +1,065.3% | +103.6% | +961.7% | +781.9% |
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 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