+5.9%
CI vs LEN
-22.2%
+28.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.2% |
| 7D | +1.3% | -3.2% | +4.5% | +1.7% |
| 30D | +4.4% | -4.9% | +9.3% | +5.0% |
| 3M | +0.7% | -8.5% | +9.1% | +1.6% |
| 6M | +0.3% | -20.7% | +21.0% | +3.0% |
| YTD | +3.8% | -17.4% | +21.2% | +5.6% |
| 1Y | -5.5% | -38.2% | +32.8% | 0.0% |
| All | +5.9% | -22.2% | +28.0% | +10.9% |
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 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