-0.8%
COR vs LEN
-30.4%
+29.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +2.9% | +3.0% |
| 7D | +7.8% | -5.8% | +13.6% | +7.9% |
| 30D | +7.0% | +13.7% | -6.7% | +7.5% |
| 3M | +16.3% | -3.9% | +20.1% | +16.1% |
| 6M | +41.3% | -0.4% | +41.7% | +41.8% |
| YTD | +7.1% | -16.8% | +24.0% | +7.2% |
| 1Y | -0.8% | -29.5% | +28.7% | -1.0% |
| All | -0.8% | -30.4% | +29.6% | -1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling