+59.9%
CME vs LEN
-17.6%
+77.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -0.3% |
| 7D | -0.6% | +0.6% | -1.2% | -0.5% |
| 30D | +8.5% | +19.4% | -10.9% | +9.7% |
| 3M | +16.0% | +4.5% | +11.5% | +16.4% |
| 6M | +9.3% | +4.9% | +4.4% | +9.9% |
| YTD | +15.3% | -8.9% | +24.2% | +15.4% |
| 1Y | +14.4% | -23.0% | +37.4% | +13.9% |
| 3Y | +59.9% | -16.7% | +76.6% | +74.7% |
| All | +59.9% | -17.6% | +77.5% | +74.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling