+310.1%
COP vs LEN
+147.0%
+163.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.4% | +6.2% | +2.2% |
| 7D | -6.1% | +0.7% | -6.8% | -6.5% |
| 30D | +1.1% | +13.0% | -11.9% | -2.7% |
| 3M | +10.9% | +1.9% | +9.0% | +9.2% |
| 6M | +20.8% | -0.7% | +21.5% | +18.4% |
| YTD | +48.0% | -13.8% | +61.8% | +49.6% |
| 1Y | +58.5% | -28.1% | +86.6% | +68.5% |
| 3Y | +28.1% | -22.8% | +51.0% | +27.8% |
| 5Y | +120.5% | -7.4% | +127.8% | +97.6% |
| 10Y | +310.1% | +143.7% | +166.4% | +157.2% |
| All | +310.1% | +147.0% | +163.1% | +157.2% |
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 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