+150.3%
CI vs LEN
+147.0%
+3.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -5.4% | +7.9% | +3.9% |
| 7D | +2.6% | +0.7% | +1.9% | +2.3% |
| 30D | +7.3% | +13.0% | -5.7% | +3.7% |
| 3M | +9.5% | +1.9% | +7.6% | +8.3% |
| 6M | +6.4% | -0.7% | +7.1% | +5.3% |
| YTD | +12.0% | -13.8% | +25.8% | +14.1% |
| 1Y | +20.1% | -28.1% | +48.2% | +28.1% |
| 3Y | +9.6% | -22.8% | +32.4% | +11.0% |
| 5Y | +52.7% | -7.4% | +60.1% | +41.9% |
| 10Y | +150.3% | +143.7% | +6.6% | +52.8% |
| All | +150.3% | +147.0% | +3.3% | +52.8% |
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