-40.1%
LEN vs CAPR
+35.4%
-75.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.1% | +0.5% |
| 7D | -3.4% | -12.6% | +9.3% | -3.3% |
| 30D | -5.7% | +124.4% | -130.1% | -6.3% |
| 3M | -12.2% | -66.8% | +54.6% | -12.0% |
| 6M | -18.3% | -71.8% | +53.5% | -18.0% |
| YTD | -20.2% | -70.1% | +49.9% | -19.9% |
| 1Y | -40.1% | +33.3% | -73.4% | -41.9% |
| All | -40.1% | +35.4% | -75.5% | -41.9% |
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