+444.5%
CORZ vs LEN
-42.0%
+486.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.8% | +8.5% | +5.7% |
| 7D | +16.6% | -2.9% | +19.4% | +17.4% |
| 30D | -10.9% | -8.9% | -2.0% | -8.8% |
| 3M | -31.0% | -10.9% | -20.1% | -29.1% |
| 6M | +26.0% | -19.7% | +45.7% | +32.4% |
| YTD | +28.6% | -20.6% | +49.2% | +34.3% |
| 1Y | +34.5% | -42.4% | +76.9% | +51.9% |
| All | +444.5% | -42.0% | +486.4% | +509.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling