+20.1%
CI vs LEN
-27.0%
+47.1%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -5.4% | +7.9% | +3.2% |
| 7D | +2.6% | +0.7% | +1.9% | +2.5% |
| 30D | +7.3% | +13.0% | -5.7% | +5.6% |
| 3M | +9.5% | +1.9% | +7.6% | +8.7% |
| 6M | +6.4% | -0.7% | +7.1% | +5.8% |
| YTD | +12.0% | -13.8% | +25.8% | +11.5% |
| 1Y | +20.1% | -28.1% | +48.2% | +24.1% |
| All | +20.1% | -27.0% | +47.1% | +24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling