-47.0%
CLF vs LEN
-12.1%
-34.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.8% | +2.2% | +0.1% |
| 7D | +6.5% | -2.9% | +9.4% | +7.9% |
| 30D | +0.2% | -8.9% | +9.1% | +4.3% |
| 3M | -3.1% | -10.9% | +7.8% | +1.5% |
| 6M | +25.0% | -19.7% | +44.7% | +36.9% |
| YTD | -7.5% | -20.6% | +13.1% | +1.3% |
| 1Y | +11.5% | -42.4% | +53.9% | +40.0% |
| 3Y | -13.7% | -26.5% | +12.9% | -8.0% |
| 5Y | -47.0% | -10.9% | -36.0% | -52.2% |
| All | -47.0% | -12.1% | -34.9% | -52.2% |
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