+5,294.5%
CF vs LEN
+96.3%
+5,198.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.7% | +6.8% | +6.3% |
| 7D | +0.4% | +7.2% | -6.8% | -1.6% |
| 30D | +2.2% | +19.1% | -16.9% | -2.7% |
| 3M | +2.1% | +4.9% | -2.8% | -0.2% |
| 6M | -6.5% | +7.6% | -14.1% | -10.2% |
| YTD | +55.6% | -8.9% | +64.5% | +54.2% |
| 1Y | +42.3% | -22.7% | +65.0% | +47.1% |
| 3Y | +55.7% | -16.8% | +72.6% | +53.0% |
| 5Y | +122.4% | -1.4% | +123.8% | +100.7% |
| 10Y | +568.5% | +160.3% | +408.3% | +329.2% |
| All | +5,294.5% | +96.3% | +5,198.2% | +2,577.5% |
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