-25.6%
LEN vs CAPR
+239.1%
-264.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.9% | +7.0% | +0.1% |
| 7D | -5.8% | +5.9% | -11.7% | -5.9% |
| 30D | +13.7% | +44.6% | -30.9% | +13.1% |
| 3M | -3.9% | +126.4% | -130.2% | -5.1% |
| 6M | -0.4% | -68.6% | +68.2% | 0.0% |
| YTD | -16.8% | -67.0% | +50.1% | -16.6% |
| 1Y | -29.5% | +65.2% | -94.7% | -32.8% |
| 3Y | -25.6% | +235.6% | -261.2% | -37.5% |
| All | -25.6% | +239.1% | -264.7% | -37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling