+76.3%
CL vs LEN
+166.0%
-89.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.8% | +1.0% |
| 7D | +0.5% | +0.6% | -0.1% | +0.4% |
| 30D | +11.6% | +19.4% | -7.8% | +8.9% |
| 3M | +5.6% | +4.5% | +1.1% | +4.7% |
| 6M | +13.2% | +4.9% | +8.2% | +11.9% |
| YTD | +26.9% | -8.9% | +35.8% | +27.5% |
| 1Y | +27.3% | -23.0% | +50.3% | +30.6% |
| 3Y | +39.7% | -16.7% | +56.4% | +40.0% |
| 5Y | +41.3% | -4.5% | +45.8% | +36.6% |
| 10Y | +76.3% | +162.2% | -85.9% | +46.7% |
| All | +76.3% | +166.0% | -89.8% | +46.7% |
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 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