-51.4%
CLF vs LEN
-4.6%
-46.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.8% | +2.9% |
| 7D | -19.6% | +2.1% | -21.6% | -20.7% |
| 30D | -5.0% | +16.6% | -21.5% | -12.0% |
| 3M | -6.3% | +5.3% | -11.6% | -10.0% |
| 6M | +2.8% | -0.8% | +3.5% | +1.3% |
| YTD | -13.7% | -11.7% | -2.0% | -11.2% |
| 1Y | +13.6% | -24.6% | +38.2% | +24.7% |
| 3Y | -34.0% | -18.7% | -15.3% | -33.7% |
| All | -51.4% | -4.6% | -46.8% | -59.4% |
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