+811.7%
CLS vs LEN
-17.6%
+829.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +3.2% | +4.7% | +7.4% |
| 7D | -10.6% | +0.6% | -11.2% | -10.7% |
| 30D | -38.4% | +19.4% | -57.9% | -40.7% |
| 3M | -29.9% | +4.5% | -34.4% | -30.7% |
| 6M | -40.6% | +4.9% | -45.6% | -41.4% |
| YTD | -24.6% | -8.9% | -15.7% | -23.9% |
| 1Y | -30.8% | -23.0% | -7.8% | -28.2% |
| 3Y | +811.7% | -16.7% | +828.4% | +684.5% |
| All | +811.7% | -17.6% | +829.4% | +684.5% |
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