+100.6%
LEN vs CAPR
-77.1%
+177.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.6% | -0.2% | -3.8% |
| 7D | -2.9% | -9.5% | +6.6% | -2.6% |
| 30D | -8.9% | +121.5% | -130.4% | -11.1% |
| 3M | -10.9% | -65.4% | +54.5% | -10.1% |
| 6M | -19.7% | -67.5% | +47.9% | -18.9% |
| YTD | -20.6% | -68.6% | +48.0% | -19.9% |
| 1Y | -42.4% | +42.7% | -85.1% | -47.6% |
| 3Y | -26.5% | +43.4% | -69.9% | -36.3% |
| 5Y | -10.9% | +86.0% | -97.0% | -25.0% |
| 10Y | +100.6% | -77.4% | +178.0% | +61.8% |
| All | +100.6% | -77.1% | +177.8% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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