+41.1%
CLS vs LEN
-37.1%
+78.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.0% |
| 7D | +4.6% | -3.2% | +7.8% | +5.2% |
| 30D | -13.9% | -4.9% | -9.0% | -13.0% |
| 3M | -26.6% | -8.5% | -18.1% | -25.3% |
| 6M | +15.4% | -20.7% | +36.1% | +16.1% |
| YTD | +5.7% | -17.4% | +23.1% | +8.1% |
| 1Y | +41.1% | -38.2% | +79.4% | +42.8% |
| All | +41.1% | -37.1% | +78.2% | +42.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling