+337.5%
COP vs LEN
+103.6%
+233.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.9% | +1.3% |
| 7D | +1.0% | -7.8% | +8.7% | +3.1% |
| 30D | +9.6% | -11.0% | +20.6% | +12.7% |
| 3M | +15.0% | -12.8% | +27.8% | +18.1% |
| 6M | +21.8% | -20.2% | +41.9% | +27.1% |
| YTD | +49.6% | -23.0% | +72.6% | +57.1% |
| 1Y | +49.9% | -41.8% | +91.7% | +70.2% |
| 3Y | +22.6% | -28.8% | +51.4% | +25.4% |
| 5Y | +193.6% | -12.6% | +206.2% | +167.2% |
| All | +337.5% | +103.6% | +233.9% | +185.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling