+50.5%
COP vs LEN
-41.0%
+91.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | +0.5% |
| 7D | +2.3% | -4.8% | +7.1% | +1.7% |
| 30D | +8.6% | -6.6% | +15.2% | +7.7% |
| 3M | +19.9% | -15.7% | +35.5% | +18.3% |
| 6M | +19.0% | -16.6% | +35.7% | +18.9% |
| YTD | +50.0% | -21.3% | +71.3% | +49.9% |
| 1Y | +50.5% | -42.0% | +92.6% | +57.9% |
| All | +50.5% | -41.0% | +91.5% | +57.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling