+52.0%
CG vs LEN
-23.2%
+75.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.4% | +3.9% | +0.7% |
| 7D | +2.0% | +0.7% | +1.3% | +1.7% |
| 30D | +8.5% | +13.0% | -4.5% | +3.3% |
| 3M | -12.1% | +1.9% | -14.0% | -13.2% |
| 6M | -16.4% | -0.7% | -15.7% | -17.2% |
| YTD | -28.0% | -13.8% | -14.2% | -25.3% |
| 1Y | -18.9% | -28.1% | +9.2% | -9.4% |
| All | +52.0% | -23.2% | +75.2% | +44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling