+1,838.4%
CLS vs LEN
-2.5%
+1,840.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +3.2% | +4.7% | +7.0% |
| 7D | -10.6% | +0.6% | -11.2% | -10.9% |
| 30D | -38.4% | +19.4% | -57.9% | -42.2% |
| 3M | -29.9% | +4.5% | -34.4% | -31.6% |
| 6M | -40.6% | +4.9% | -45.6% | -42.4% |
| YTD | -24.6% | -8.9% | -15.7% | -23.9% |
| 1Y | -30.8% | -23.0% | -7.8% | -26.6% |
| 3Y | +811.7% | -16.7% | +828.4% | +774.0% |
| 5Y | +1,838.4% | -4.5% | +1,842.9% | +1,564.4% |
| All | +1,838.4% | -2.5% | +1,840.9% | +1,564.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling