+241.9%
CORZ vs LEN
-35.5%
+277.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.1% | +6.5% | +3.9% |
| 7D | -11.2% | +2.1% | -13.3% | -12.0% |
| 30D | -26.2% | +16.6% | -42.8% | -29.4% |
| 3M | -44.1% | +5.3% | -49.4% | -45.4% |
| 6M | -52.3% | -0.8% | -51.5% | -52.6% |
| YTD | -19.2% | -11.7% | -7.5% | -18.6% |
| 1Y | -42.9% | -24.6% | -18.3% | -40.4% |
| All | +241.9% | -35.5% | +277.3% | +269.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling