+3,038.3%
CLS vs LEN
+103.7%
+2,934.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | +20.1% | -3.4% | +23.5% | +21.5% |
| 30D | +6.0% | -5.7% | +11.7% | +7.9% |
| 3M | -10.3% | -12.2% | +1.9% | -6.6% |
| 6M | +24.5% | -18.3% | +42.8% | +32.9% |
| YTD | +12.9% | -20.2% | +33.0% | +20.7% |
| 1Y | +36.7% | -40.1% | +76.7% | +60.3% |
| 3Y | +1,328.1% | -26.2% | +1,354.3% | +1,380.0% |
| 5Y | +3,682.3% | -9.8% | +3,692.1% | +3,407.8% |
| 10Y | +3,038.3% | +109.1% | +2,929.1% | +2,015.8% |
| All | +3,038.3% | +103.7% | +2,934.6% | +2,015.8% |
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 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