+1,038.6%
CCL vs LEN
+10,602.5%
-9,563.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.2% | -1.2% | -3.3% |
| 7D | -0.3% | -8.7% | +8.4% | +2.8% |
| 30D | +10.3% | +11.6% | -1.2% | +6.0% |
| 3M | +6.6% | -1.3% | +7.8% | +6.5% |
| 6M | +20.0% | -1.4% | +21.5% | +20.1% |
| YTD | -1.9% | -16.9% | +15.0% | +4.0% |
| 1Y | +10.4% | -31.2% | +41.6% | +24.6% |
| 3Y | +134.8% | -25.6% | +160.4% | +153.4% |
| 5Y | +34.0% | -13.3% | +47.3% | +38.5% |
| 10Y | -32.5% | +138.4% | -170.9% | -49.8% |
| All | +1,038.6% | +10,602.5% | -9,563.9% | +181.2% |
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 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