+20.2%
CLF vs LEN
-21.9%
+42.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +7.1% | -16.3% | -10.6% |
| 7D | -7.9% | +10.5% | -18.4% | -10.1% |
| 30D | +5.2% | +24.6% | -19.4% | -1.1% |
| 3M | +4.3% | +6.6% | -2.3% | +3.4% |
| 6M | +25.3% | +10.6% | +14.6% | +23.0% |
| YTD | -3.3% | -8.3% | +5.0% | -0.8% |
| 1Y | +20.2% | -22.5% | +42.7% | +29.2% |
| All | +20.2% | -21.9% | +42.1% | +29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling