+83.1%
CL vs LEN
+142.4%
-59.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -0.8% | -6.4% | +5.6% | +0.1% |
| 30D | +9.5% | +15.6% | -6.1% | +7.4% |
| 3M | +6.8% | -0.8% | +7.5% | +6.6% |
| 6M | +14.3% | +0.4% | +13.9% | +13.6% |
| YTD | +26.3% | -14.1% | +40.4% | +27.9% |
| 1Y | +25.6% | -29.6% | +55.2% | +30.4% |
| 3Y | +38.5% | -23.1% | +61.6% | +40.3% |
| 5Y | +40.7% | -8.9% | +49.6% | +36.9% |
| 10Y | +83.1% | +146.2% | -63.2% | +51.2% |
| All | +83.1% | +142.4% | -59.3% | +51.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling