+17,451.9%
COR vs LEN
+3,860.2%
+13,591.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.8% | -1.7% |
| 7D | +2.8% | -3.2% | +6.0% | +3.2% |
| 30D | +4.5% | -4.9% | +9.4% | +5.2% |
| 3M | +22.7% | -8.5% | +31.2% | +23.8% |
| 6M | -9.7% | -20.7% | +10.9% | -7.4% |
| YTD | -1.4% | -17.4% | +16.0% | +0.3% |
| 1Y | +13.9% | -38.2% | +52.2% | +20.4% |
| 3Y | +94.0% | -24.9% | +118.8% | +95.9% |
| 5Y | +184.0% | -11.4% | +195.5% | +175.7% |
| 10Y | +406.8% | +110.0% | +296.7% | +317.0% |
| All | +17,451.9% | +3,860.2% | +13,591.7% | +7,581.3% |
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 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