+3,231.7%
CLS vs LEN
+718.7%
+2,513.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | +4.6% | -3.2% | +7.8% | +5.7% |
| 30D | -13.9% | -4.9% | -9.0% | -12.6% |
| 3M | -26.6% | -8.5% | -18.1% | -24.8% |
| 6M | +15.4% | -20.7% | +36.1% | +23.8% |
| YTD | +5.7% | -17.4% | +23.1% | +11.2% |
| 1Y | +41.1% | -38.2% | +79.4% | +61.5% |
| 3Y | +1,228.6% | -24.9% | +1,253.5% | +1,282.4% |
| 5Y | +3,240.6% | -11.4% | +3,252.1% | +3,132.7% |
| 10Y | +2,760.3% | +110.0% | +2,650.3% | +1,865.2% |
| All | +3,231.7% | +718.7% | +2,513.0% | +774.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling