+43.4%
CL vs LEN
-13.2%
+56.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +3.2% | -5.8% | +9.0% | +4.0% |
| 30D | +8.0% | +13.7% | -5.7% | +6.2% |
| 3M | +7.9% | -3.9% | +11.7% | +8.2% |
| 6M | +14.7% | -0.4% | +15.1% | +14.2% |
| YTD | +29.2% | -16.8% | +46.0% | +31.3% |
| 1Y | +29.5% | -29.5% | +59.0% | +34.3% |
| 3Y | +40.7% | -25.6% | +66.3% | +43.1% |
| All | +43.4% | -13.2% | +56.6% | +37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling