+6,781.2%
CME vs LEN
+407.0%
+6,374.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | 0.0% |
| 7D | -1.6% | -3.2% | +1.6% | -0.7% |
| 30D | +6.2% | -4.9% | +11.1% | +7.5% |
| 3M | +10.4% | -8.5% | +18.9% | +12.2% |
| 6M | -9.5% | -20.7% | +11.1% | -5.1% |
| YTD | +6.0% | -17.4% | +23.4% | +9.4% |
| 1Y | +9.3% | -38.2% | +47.5% | +21.5% |
| 3Y | +57.7% | -24.9% | +82.5% | +58.7% |
| 5Y | +77.7% | -11.4% | +89.1% | +64.1% |
| 10Y | +281.2% | +110.0% | +171.2% | +142.0% |
| All | +6,781.2% | +407.0% | +6,374.1% | +2,283.4% |
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 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