+5,315.6%
CL vs LEN
+11,263.3%
-5,947.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +1.0% | -1.8% |
| 7D | +1.3% | +2.1% | -0.7% | +1.1% |
| 30D | +11.4% | +16.6% | -5.2% | +9.5% |
| 3M | +4.4% | +5.3% | -0.9% | +3.7% |
| 6M | +10.8% | -0.8% | +11.5% | +10.5% |
| YTD | +25.1% | -11.7% | +36.9% | +26.1% |
| 1Y | +28.0% | -24.6% | +52.6% | +30.9% |
| 3Y | +37.6% | -18.7% | +56.3% | +38.4% |
| 5Y | +39.7% | -4.4% | +44.1% | +36.6% |
| 10Y | +75.8% | +152.2% | -76.4% | +51.0% |
| All | +5,315.6% | +11,263.3% | -5,947.7% | +2,879.8% |
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