+350.2%
CG vs LEN
+242.0%
+108.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.2% |
| 7D | -4.3% | -3.2% | -1.1% | -3.0% |
| 30D | -5.1% | -4.9% | -0.2% | -3.1% |
| 3M | +8.7% | -8.5% | +17.2% | +12.1% |
| 6M | -9.2% | -20.7% | +11.4% | -0.9% |
| YTD | -18.9% | -17.4% | -1.4% | -13.6% |
| 1Y | -25.6% | -38.2% | +12.6% | -10.9% |
| 3Y | +57.3% | -24.9% | +82.1% | +69.1% |
| 5Y | +10.2% | -11.4% | +21.6% | +9.1% |
| 10Y | +364.2% | +110.0% | +254.2% | +205.2% |
| All | +350.2% | +242.0% | +108.2% | +177.9% |
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