+280.6%
CME vs LEN
+103.7%
+176.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -0.6% | -3.4% | +2.7% | -0.2% |
| 30D | +4.7% | -5.7% | +10.3% | +5.5% |
| 3M | +7.8% | -12.2% | +20.1% | +9.5% |
| 6M | -11.0% | -18.3% | +7.3% | -8.9% |
| YTD | +4.0% | -20.2% | +24.2% | +6.5% |
| 1Y | +9.1% | -40.1% | +49.2% | +16.8% |
| 3Y | +52.3% | -26.2% | +78.5% | +52.3% |
| 5Y | +76.1% | -9.8% | +85.9% | +64.5% |
| 10Y | +280.6% | +109.1% | +171.5% | +159.4% |
| All | +280.6% | +103.7% | +176.9% | +159.4% |
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 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