+7,463.6%
CI vs LEN
+10,533.4%
-3,069.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | +1.3% | -3.2% | +4.5% | +2.0% |
| 30D | +4.4% | -4.9% | +9.3% | +5.5% |
| 3M | +0.7% | -8.5% | +9.1% | +2.2% |
| 6M | +0.3% | -20.7% | +21.0% | +4.8% |
| YTD | +3.8% | -17.4% | +21.2% | +7.0% |
| 1Y | -5.5% | -38.2% | +32.8% | +3.7% |
| 3Y | +8.1% | -24.9% | +33.0% | +10.8% |
| 5Y | +42.8% | -11.4% | +54.2% | +37.9% |
| 10Y | +143.9% | +110.0% | +33.9% | +83.6% |
| All | +7,463.6% | +10,533.4% | -3,069.8% | +2,086.0% |
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