+47.7%
CI vs LEN
-4.6%
+52.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.5% | -2.1% |
| 7D | -1.6% | +2.1% | -3.6% | -1.9% |
| 30D | +5.4% | +16.6% | -11.1% | +2.7% |
| 3M | +7.3% | +5.3% | +2.0% | +6.0% |
| 6M | +5.3% | -0.8% | +6.1% | +4.7% |
| YTD | +8.5% | -11.7% | +20.2% | +9.5% |
| 1Y | +17.1% | -24.6% | +41.7% | +21.4% |
| 3Y | +1.4% | -18.7% | +20.1% | +1.6% |
| All | +47.7% | -4.6% | +52.3% | +35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling