+44.5%
CI vs LEN
-8.6%
+53.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | +1.3% | -3.2% | +4.5% | +1.8% |
| 30D | +4.4% | -4.9% | +9.3% | +5.2% |
| 3M | +0.7% | -8.5% | +9.1% | +1.8% |
| 6M | +0.3% | -20.7% | +21.0% | +3.8% |
| YTD | +3.8% | -17.4% | +21.2% | +6.3% |
| 1Y | -5.5% | -38.2% | +32.8% | +1.7% |
| 3Y | +8.1% | -24.9% | +33.0% | +9.9% |
| All | +44.5% | -8.6% | +53.1% | +36.1% |
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 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