+303.4%
CME vs LEN
+136.9%
+166.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.8% |
| 7D | +3.9% | -5.8% | +9.7% | +4.8% |
| 30D | +11.3% | +13.7% | -2.4% | +9.2% |
| 3M | +19.6% | -3.9% | +23.4% | +19.7% |
| 6M | +8.1% | -0.4% | +8.4% | +7.2% |
| YTD | +20.4% | -16.8% | +37.2% | +22.1% |
| 1Y | +16.5% | -29.5% | +46.0% | +21.2% |
| 3Y | +66.4% | -25.6% | +92.0% | +66.4% |
| 5Y | +74.5% | -13.2% | +87.7% | +64.7% |
| All | +303.4% | +136.9% | +166.5% | +173.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling