+180.5%
COR vs LEN
-12.1%
+192.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.8% | +1.9% | -1.7% |
| 7D | -1.9% | -2.9% | +1.0% | -1.7% |
| 30D | +1.5% | -8.9% | +10.4% | +2.0% |
| 3M | +18.7% | -10.9% | +29.6% | +19.4% |
| 6M | -9.0% | -19.7% | +10.6% | -7.9% |
| YTD | -3.3% | -20.6% | +17.3% | -2.2% |
| 1Y | +9.8% | -42.4% | +52.3% | +13.8% |
| 3Y | +87.4% | -26.5% | +113.9% | +85.6% |
| 5Y | +180.5% | -10.9% | +191.4% | +164.5% |
| All | +180.5% | -12.1% | +192.6% | +164.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling