+70.9%
CCJ vs LEN
-23.4%
+94.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.0% |
| 7D | +3.7% | -6.4% | +10.0% | +4.6% |
| 30D | -13.7% | +15.6% | -29.3% | -15.7% |
| 3M | -24.7% | -0.8% | -24.0% | -24.9% |
| 6M | -38.1% | +0.4% | -38.5% | -38.4% |
| YTD | -18.8% | -14.1% | -4.6% | -18.4% |
| 1Y | -19.5% | -29.6% | +10.1% | -18.2% |
| All | +70.9% | -23.4% | +94.4% | +69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling