-24.0%
LEN vs CAPR
+64.2%
-88.2%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +9.4% | -6.2% | +3.1% |
| 7D | +0.6% | +36.0% | -35.4% | +0.3% |
| 30D | +19.4% | +25.8% | -6.4% | +19.1% |
| 3M | +4.5% | +140.8% | -136.3% | +3.7% |
| 6M | +4.9% | -67.6% | +72.5% | +5.2% |
| YTD | -8.9% | -65.9% | +57.0% | -8.8% |
| All | -24.0% | +64.2% | -88.2% | -26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling