+4,492.0%
COP vs LEN
+10,533.4%
-6,041.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | 0.0% | -0.9% |
| 7D | +3.0% | -3.2% | +6.2% | +3.6% |
| 30D | +17.5% | -4.9% | +22.4% | +18.4% |
| 3M | +13.4% | -8.5% | +21.8% | +14.5% |
| 6M | +17.7% | -20.7% | +38.4% | +21.5% |
| YTD | +46.6% | -17.4% | +64.0% | +49.7% |
| 1Y | +44.6% | -38.2% | +82.9% | +55.5% |
| 3Y | +20.7% | -24.9% | +45.6% | +22.7% |
| 5Y | +185.0% | -11.4% | +196.5% | +174.4% |
| 10Y | +347.0% | +110.0% | +237.0% | +254.3% |
| All | +4,492.0% | +10,533.4% | -6,041.4% | +2,181.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling