+1,312.5%
CLS vs LEN
-25.9%
+1,338.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -3.8% | +9.5% | +6.5% |
| 7D | +12.8% | -2.9% | +15.7% | +13.5% |
| 30D | +3.8% | -8.9% | +12.7% | +5.9% |
| 3M | -14.6% | -10.9% | -3.7% | -12.6% |
| 6M | +32.2% | -19.7% | +51.9% | +38.0% |
| YTD | +11.6% | -20.6% | +32.2% | +16.5% |
| 1Y | +35.1% | -42.4% | +77.5% | +50.4% |
| 3Y | +1,312.5% | -26.5% | +1,339.1% | +1,199.6% |
| All | +1,312.5% | -25.9% | +1,338.5% | +1,199.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling