+191.7%
COP vs LEN
-12.1%
+203.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.4% | +0.9% |
| 7D | -0.8% | -2.9% | +2.0% | -0.6% |
| 30D | +15.6% | -8.9% | +24.4% | +16.4% |
| 3M | +14.3% | -10.9% | +25.2% | +15.1% |
| 6M | +17.0% | -19.7% | +36.6% | +19.1% |
| YTD | +47.4% | -20.6% | +68.0% | +50.0% |
| 1Y | +52.4% | -42.4% | +94.8% | +61.7% |
| 3Y | +20.8% | -26.5% | +47.4% | +21.6% |
| 5Y | +191.7% | -10.9% | +202.6% | +186.6% |
| All | +191.7% | -12.1% | +203.8% | +186.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling