+5,709.6%
COF vs LEN
+3,990.9%
+1,718.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.8% | +1.3% | -0.8% |
| 7D | +1.2% | -2.9% | +4.1% | +2.6% |
| 30D | -1.4% | -8.9% | +7.5% | +2.6% |
| 3M | +19.0% | -10.9% | +29.9% | +24.6% |
| 6M | +14.9% | -19.7% | +34.5% | +25.3% |
| YTD | -10.7% | -20.6% | +9.9% | -3.1% |
| 1Y | -1.3% | -42.4% | +41.1% | +23.0% |
| 3Y | +124.3% | -26.5% | +150.9% | +139.7% |
| 5Y | +51.1% | -10.9% | +62.1% | +44.2% |
| 10Y | +252.4% | +100.6% | +151.7% | +110.3% |
| All | +5,709.6% | +3,990.9% | +1,718.7% | +656.0% |
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 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