+34.5%
CORZ vs LEN
-42.1%
+76.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.8% | +8.5% | +5.3% |
| 7D | +16.6% | -2.9% | +19.4% | +17.1% |
| 30D | -10.9% | -8.9% | -2.0% | -9.5% |
| 3M | -31.0% | -10.9% | -20.1% | -29.6% |
| 6M | +26.0% | -19.7% | +45.7% | +26.4% |
| YTD | +28.6% | -20.6% | +49.2% | +28.4% |
| 1Y | +34.5% | -42.4% | +76.9% | +22.7% |
| All | +34.5% | -42.1% | +76.5% | +22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling