+4,850.5%
CL vs LEN
+10,533.4%
-5,682.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.4% | -1.4% |
| 7D | -2.2% | -3.2% | +1.0% | -1.9% |
| 30D | -4.8% | -4.9% | +0.1% | -4.4% |
| 3M | +4.9% | -8.5% | +13.4% | +5.7% |
| 6M | -5.7% | -20.7% | +14.9% | -3.7% |
| YTD | +14.4% | -17.4% | +31.8% | +16.2% |
| 1Y | +8.7% | -38.2% | +47.0% | +13.7% |
| 3Y | +30.0% | -24.9% | +54.9% | +31.9% |
| 5Y | +28.4% | -11.4% | +39.8% | +26.6% |
| 10Y | +50.1% | +110.0% | -59.9% | +31.5% |
| All | +4,850.5% | +10,533.4% | -5,682.9% | +2,646.9% |
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