-17.9%
CLS vs LEN
-30.4%
+12.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +16.3% | -5.8% | +22.1% | +16.8% |
| 30D | -25.7% | +13.7% | -39.4% | -28.3% |
| 3M | -30.9% | -3.9% | -27.0% | -30.5% |
| 6M | -35.5% | -0.4% | -35.1% | -35.9% |
| YTD | -18.7% | -16.8% | -1.9% | -16.2% |
| 1Y | -17.9% | -29.5% | +11.6% | -15.9% |
| All | -17.9% | -30.4% | +12.5% | -15.9% |
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