+308.6%
CFG vs LEN
+99.2%
+209.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.7% | +0.4% |
| 7D | +2.7% | -2.9% | +5.6% | +3.9% |
| 30D | -3.7% | -8.9% | +5.2% | -0.3% |
| 3M | +9.5% | -10.9% | +20.4% | +13.8% |
| 6M | +22.2% | -19.7% | +41.9% | +31.9% |
| YTD | +22.3% | -20.6% | +42.9% | +31.6% |
| 1Y | +39.4% | -42.4% | +81.9% | +70.2% |
| 3Y | +188.5% | -26.5% | +215.0% | +208.3% |
| 5Y | +101.5% | -10.9% | +112.5% | +90.9% |
| 10Y | +308.6% | +100.6% | +208.0% | +147.3% |
| All | +308.6% | +99.2% | +209.5% | +147.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling