+329.9%
COP vs LEN
+136.8%
+193.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.8% | +2.4% |
| 7D | +3.4% | -8.7% | +12.1% | +5.7% |
| 30D | -0.6% | +11.6% | -12.2% | -4.0% |
| 3M | +10.8% | -1.3% | +12.0% | +9.9% |
| 6M | +19.6% | -1.4% | +21.1% | +17.4% |
| YTD | +52.9% | -16.9% | +69.8% | +55.9% |
| 1Y | +62.2% | -31.2% | +93.4% | +74.3% |
| 3Y | +32.4% | -25.6% | +57.9% | +33.2% |
| 5Y | +129.7% | -13.3% | +143.0% | +110.3% |
| All | +329.9% | +136.8% | +193.1% | +174.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling