+11.9%
COST vs LEN
-21.9%
+33.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.1% | -4.4% | +2.1% |
| 7D | +6.6% | +10.5% | -3.8% | +5.9% |
| 30D | +13.5% | +24.6% | -11.2% | +12.0% |
| 3M | +10.6% | +6.6% | +3.9% | +9.9% |
| 6M | +3.6% | +10.6% | -7.0% | +2.5% |
| YTD | +22.1% | -8.3% | +30.4% | +22.7% |
| 1Y | +11.9% | -22.5% | +34.4% | +14.9% |
| All | +11.9% | -21.9% | +33.8% | +14.9% |
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