+322.1%
CORZ vs LEN
-39.2%
+361.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +0.9% | +1.0% |
| 7D | +23.5% | -5.8% | +29.3% | +24.7% |
| 30D | +7.5% | +13.7% | -6.2% | +2.8% |
| 3M | -26.6% | -3.9% | -22.7% | -26.9% |
| 6M | -39.5% | -0.4% | -39.1% | -40.5% |
| YTD | -0.3% | -16.8% | +16.6% | +1.5% |
| 1Y | -4.2% | -29.5% | +25.3% | +1.1% |
| All | +322.1% | -39.2% | +361.3% | +361.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling