+2,737.8%
CLX vs LEN
+10,954.7%
-8,216.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +7.8% | -6.4% | +14.1% | +8.5% |
| 30D | +28.5% | +15.6% | +12.9% | +26.5% |
| 3M | +1.3% | -0.8% | +2.1% | +1.3% |
| 6M | +23.4% | +0.4% | +23.0% | +23.1% |
| YTD | +11.4% | -14.1% | +25.5% | +12.8% |
| 1Y | +6.9% | -29.6% | +36.5% | +10.4% |
| 3Y | -9.8% | -23.1% | +13.4% | -8.4% |
| 5Y | -22.7% | -8.9% | -13.8% | -23.6% |
| 10Y | +28.7% | +146.2% | -117.5% | +11.5% |
| All | +2,737.8% | +10,954.7% | -8,216.8% | +1,320.7% |
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