+335.9%
COP vs LEN
+111.1%
+224.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | -0.5% | -3.4% | +2.9% | +0.4% |
| 30D | +11.7% | -5.7% | +17.4% | +13.2% |
| 3M | +17.7% | -12.2% | +29.9% | +20.6% |
| 6M | +18.3% | -18.3% | +36.6% | +22.9% |
| YTD | +49.1% | -20.2% | +69.3% | +55.1% |
| 1Y | +53.3% | -40.1% | +93.4% | +72.8% |
| 3Y | +22.2% | -26.2% | +48.3% | +23.8% |
| 5Y | +193.3% | -9.8% | +203.1% | +165.0% |
| All | +335.9% | +111.1% | +224.8% | +181.9% |
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