+1,583.6%
CCJ vs LEN
+2,702.8%
-1,119.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | +0.7% | -3.2% | +3.9% | +1.5% |
| 30D | +6.9% | -4.9% | +11.8% | +8.0% |
| 3M | -11.6% | -8.5% | -3.2% | -10.1% |
| 6M | -16.2% | -20.7% | +4.4% | -12.1% |
| YTD | +10.1% | -17.4% | +27.5% | +14.1% |
| 1Y | +32.3% | -38.2% | +70.5% | +45.0% |
| 3Y | +171.3% | -24.9% | +196.2% | +178.2% |
| 5Y | +372.4% | -11.4% | +383.8% | +360.6% |
| 10Y | +1,070.0% | +110.0% | +960.0% | +786.4% |
| All | +1,583.6% | +2,702.8% | -1,119.1% | +590.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling