-41.8%
CLF vs LEN
-13.2%
-28.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +10.4% | -5.8% | +16.2% | +12.8% |
| 30D | +0.6% | +13.7% | -13.2% | -6.3% |
| 3M | +4.1% | -3.9% | +8.0% | +3.8% |
| 6M | +15.1% | -0.4% | +15.5% | +12.6% |
| YTD | -4.7% | -16.8% | +12.1% | +0.1% |
| 1Y | +20.4% | -29.5% | +49.9% | +35.6% |
| 3Y | -23.4% | -25.6% | +2.2% | -20.2% |
| All | -41.8% | -13.2% | -28.5% | -49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling