+80.1%
CLF vs LEN
+166.0%
-86.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.2% | +3.8% | +5.5% |
| 7D | -14.1% | +0.6% | -14.7% | -14.7% |
| 30D | -5.5% | +19.4% | -25.0% | -14.2% |
| 3M | 0.0% | +4.5% | -4.5% | -4.1% |
| 6M | +11.3% | +4.9% | +6.3% | +6.2% |
| YTD | -7.7% | -8.9% | +1.2% | -6.6% |
| 1Y | +17.5% | -23.0% | +40.5% | +28.0% |
| 3Y | -25.4% | -16.7% | -8.7% | -24.8% |
| 5Y | -46.0% | -4.5% | -41.5% | -50.8% |
| 10Y | +80.1% | +162.2% | -82.1% | +8.3% |
| All | +80.1% | +166.0% | -86.0% | +8.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling