+295.1%
CG vs LEN
+142.4%
+152.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | -3.8% | -6.4% | +2.5% | -0.9% |
| 30D | +7.5% | +15.6% | -8.1% | +0.3% |
| 3M | -14.4% | -0.8% | -13.6% | -14.6% |
| 6M | -15.7% | +0.4% | -16.0% | -17.1% |
| YTD | -29.0% | -14.1% | -14.8% | -25.8% |
| 1Y | -22.1% | -29.6% | +7.5% | -11.1% |
| 3Y | +49.1% | -23.1% | +72.3% | +58.1% |
| 5Y | -18.4% | -8.9% | -9.5% | -22.0% |
| 10Y | +295.1% | +146.2% | +148.9% | +138.2% |
| All | +295.1% | +142.4% | +152.7% | +138.2% |
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 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