+331.2%
CG vs LEN
+103.7%
+227.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -4.2% |
| 7D | -6.4% | -3.4% | -3.1% | -4.9% |
| 30D | -7.1% | -5.7% | -1.4% | -4.5% |
| 3M | -1.6% | -12.2% | +10.6% | +3.8% |
| 6M | -8.3% | -18.3% | +9.9% | -0.6% |
| YTD | -23.8% | -20.2% | -3.6% | -17.1% |
| 1Y | -28.7% | -40.1% | +11.3% | -11.9% |
| 3Y | +49.2% | -26.2% | +75.3% | +61.9% |
| 5Y | +5.5% | -9.8% | +15.3% | +2.4% |
| 10Y | +331.2% | +109.1% | +222.1% | +171.3% |
| All | +331.2% | +103.7% | +227.5% | +171.3% |
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