+162.2%
LEN vs CAPR
-64.9%
+227.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +9.4% | -6.2% | +3.0% |
| 7D | +0.6% | +36.0% | -35.4% | -0.2% |
| 30D | +19.4% | +25.8% | -6.4% | +18.6% |
| 3M | +4.5% | +140.8% | -136.3% | +1.6% |
| 6M | +4.9% | -67.6% | +72.5% | +5.8% |
| YTD | -8.9% | -65.9% | +57.0% | -8.5% |
| 1Y | -23.0% | +66.1% | -89.1% | -30.1% |
| 3Y | -16.7% | +256.9% | -273.6% | -29.9% |
| 5Y | -4.5% | +172.1% | -176.6% | -20.5% |
| 10Y | +162.2% | -64.7% | +226.9% | +102.3% |
| All | +162.2% | -64.9% | +227.1% | +102.3% |
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