+54.1%
CCL vs LEN
-25.9%
+80.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.8% | +2.5% | +0.7% |
| 7D | -0.1% | -2.9% | +2.7% | +1.3% |
| 30D | -20.0% | -8.9% | -11.1% | -16.1% |
| 3M | -13.7% | -10.9% | -2.8% | -8.7% |
| 6M | -9.0% | -19.7% | +10.6% | +0.9% |
| YTD | -22.8% | -20.6% | -2.2% | -14.6% |
| 1Y | -25.3% | -42.4% | +17.1% | -4.6% |
| 3Y | +54.1% | -26.5% | +80.6% | +43.0% |
| All | +54.1% | -25.9% | +80.0% | +43.0% |
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 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