+18.8%
CLF vs LEN
-37.1%
+55.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.2% |
| 7D | +7.6% | -3.2% | +10.8% | +8.8% |
| 30D | -1.2% | -4.9% | +3.7% | +0.4% |
| 3M | -13.4% | -8.5% | -4.9% | -10.8% |
| 6M | +15.4% | -20.7% | +36.1% | +21.3% |
| YTD | -5.9% | -17.4% | +11.5% | -1.8% |
| 1Y | +18.8% | -38.2% | +57.1% | +34.3% |
| All | +18.8% | -37.1% | +55.9% | +34.3% |
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