+87.4%
COR vs LEN
-25.9%
+113.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.8% | +1.9% | -1.9% |
| 7D | -1.9% | -2.9% | +1.0% | -1.9% |
| 30D | +1.5% | -8.9% | +10.4% | +1.4% |
| 3M | +18.7% | -10.9% | +29.6% | +18.6% |
| 6M | -9.0% | -19.7% | +10.6% | -9.0% |
| YTD | -3.3% | -20.6% | +17.3% | -3.3% |
| 1Y | +9.8% | -42.4% | +52.3% | +9.9% |
| 3Y | +87.4% | -26.5% | +113.9% | +85.3% |
| All | +87.4% | -25.9% | +113.3% | +85.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling