+397.9%
COR vs LEN
+111.1%
+286.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -3.9% | -3.4% | -0.5% | -3.4% |
| 30D | -0.3% | -5.7% | +5.3% | +0.5% |
| 3M | +15.9% | -12.2% | +28.1% | +17.7% |
| 6M | -10.3% | -18.3% | +8.0% | -8.1% |
| YTD | -3.7% | -20.2% | +16.5% | -1.4% |
| 1Y | +9.1% | -40.1% | +49.1% | +16.5% |
| 3Y | +86.6% | -26.2% | +112.8% | +87.5% |
| 5Y | +180.9% | -9.8% | +190.8% | +165.6% |
| All | +397.9% | +111.1% | +286.8% | +313.0% |
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