+43.1%
COF vs LEN
-11.2%
+54.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | -0.3% |
| 7D | -5.1% | -4.8% | -0.4% | -3.4% |
| 30D | -6.0% | -6.6% | +0.5% | -3.6% |
| 3M | +14.8% | -15.7% | +30.5% | +22.0% |
| 6M | +15.3% | -16.6% | +32.0% | +22.6% |
| YTD | -13.0% | -21.3% | +8.3% | -6.5% |
| 1Y | -5.7% | -42.0% | +36.3% | +14.5% |
| 3Y | +118.1% | -27.9% | +146.0% | +123.5% |
| All | +43.1% | -11.2% | +54.3% | +20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling