+8,015.2%
CI vs LEN
+10,954.7%
-2,939.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -1.3% | -6.4% | +5.1% | +0.1% |
| 30D | +6.4% | +15.6% | -9.3% | +2.8% |
| 3M | +10.7% | -0.8% | +11.4% | +10.3% |
| 6M | +5.5% | +0.4% | +5.1% | +4.3% |
| YTD | +11.4% | -14.1% | +25.5% | +13.3% |
| 1Y | +15.0% | -29.6% | +44.7% | +22.1% |
| 3Y | +9.0% | -23.1% | +32.1% | +10.9% |
| 5Y | +52.0% | -8.9% | +60.8% | +45.3% |
| 10Y | +150.9% | +146.2% | +4.7% | +81.9% |
| All | +8,015.2% | +10,954.7% | -2,939.5% | +2,214.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling