+18,237.3%
COR vs LEN
+4,267.4%
+13,969.9%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.2% | +0.5% | +3.2% |
| 7D | +2.3% | +0.6% | +1.7% | +2.2% |
| 30D | +6.8% | +19.4% | -12.7% | +4.1% |
| 3M | +8.1% | +4.5% | +3.6% | +7.2% |
| 6M | +33.0% | +4.9% | +28.1% | +31.4% |
| YTD | +3.0% | -8.9% | +11.9% | +3.2% |
| 1Y | -3.4% | -23.0% | +19.6% | -1.1% |
| 3Y | +80.1% | -16.7% | +96.8% | +79.2% |
| 5Y | +194.7% | -4.5% | +199.2% | +182.7% |
| 10Y | +512.3% | +162.2% | +350.1% | +388.2% |
| All | +18,237.3% | +4,267.4% | +13,969.9% | +7,799.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling