+38.3%
CL vs LEN
-23.4%
+61.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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 | +27.0% | -14.1% | +41.1% | +28.6% |
| 1Y | +26.3% | -29.6% | +55.9% | +30.9% |
| All | +38.3% | -23.4% | +61.8% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling