+173.1%
CCJ vs LEN
-7.9%
+181.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | +3.7% | -6.4% | +10.0% | +5.3% |
| 30D | -13.7% | +15.6% | -29.3% | -17.1% |
| 3M | -24.7% | -0.8% | -24.0% | -25.1% |
| 6M | -38.1% | +0.4% | -38.5% | -38.7% |
| YTD | -18.8% | -14.1% | -4.6% | -17.1% |
| 1Y | -19.5% | -29.6% | +10.1% | -14.2% |
| 3Y | +75.9% | -23.1% | +99.0% | +71.6% |
| 5Y | +173.1% | -8.9% | +182.0% | +124.8% |
| All | +173.1% | -7.9% | +181.0% | +124.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling