+4,499.1%
COP vs LEN
+11,627.0%
-7,127.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.2% | -4.5% | -1.9% |
| 7D | -8.4% | +0.6% | -9.0% | -8.7% |
| 30D | +0.3% | +19.4% | -19.1% | -3.3% |
| 3M | +15.1% | +4.5% | +10.6% | +13.3% |
| 6M | +19.8% | +4.9% | +14.8% | +17.0% |
| YTD | +46.8% | -8.9% | +55.7% | +46.4% |
| 1Y | +59.7% | -23.0% | +82.7% | +64.1% |
| 3Y | +28.7% | -16.7% | +45.4% | +27.9% |
| 5Y | +110.7% | -4.5% | +115.1% | +99.0% |
| 10Y | +298.3% | +162.2% | +136.1% | +202.1% |
| All | +4,499.1% | +11,627.0% | -7,127.8% | +2,130.7% |
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