+80.4%
CLF vs LEN
+136.8%
-56.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.9% |
| 7D | +16.0% | -8.7% | +24.7% | +20.5% |
| 30D | +1.6% | +11.6% | -9.9% | -5.1% |
| 3M | +6.7% | -1.3% | +8.0% | +4.6% |
| 6M | +21.1% | -1.4% | +22.6% | +18.6% |
| YTD | -1.6% | -16.9% | +15.3% | +3.5% |
| 1Y | +18.5% | -31.2% | +49.7% | +35.6% |
| 3Y | -21.0% | -25.6% | +4.6% | -16.3% |
| 5Y | -41.4% | -13.3% | -28.1% | -44.4% |
| All | +80.4% | +136.8% | -56.4% | +12.1% |
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