+493.6%
COR vs LEN
+142.4%
+351.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -1.2% | -6.4% | +5.2% | -0.3% |
| 30D | +7.6% | +15.6% | -8.0% | +5.3% |
| 3M | +5.0% | -0.8% | +5.8% | +4.8% |
| 6M | +35.3% | +0.4% | +34.9% | +34.4% |
| YTD | +4.2% | -14.1% | +18.3% | +5.3% |
| 1Y | -3.4% | -29.6% | +26.2% | +0.5% |
| 3Y | +81.1% | -23.1% | +104.3% | +81.0% |
| 5Y | +195.8% | -8.9% | +204.7% | +179.7% |
| 10Y | +493.6% | +146.2% | +347.4% | +358.0% |
| All | +493.6% | +142.4% | +351.2% | +358.0% |
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