+53.5%
CME vs LEN
-25.9%
+79.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.8% | -1.3% |
| 7D | -2.9% | -2.9% | 0.0% | -3.0% |
| 30D | +5.5% | -8.9% | +14.4% | +4.9% |
| 3M | +11.0% | -10.9% | +21.9% | +10.3% |
| 6M | -9.7% | -19.7% | +10.0% | -10.4% |
| YTD | +4.9% | -20.6% | +25.4% | +4.1% |
| 1Y | +10.1% | -42.4% | +52.5% | +7.9% |
| 3Y | +53.5% | -26.5% | +80.1% | +56.0% |
| All | +53.5% | -25.9% | +79.4% | +56.0% |
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 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