-18.7%
LEN vs CAPR
+214.7%
-233.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.7% | -7.8% | -3.2% |
| 7D | +2.1% | +41.1% | -39.0% | +1.6% |
| 30D | +16.6% | +11.1% | +5.5% | +16.3% |
| 3M | +5.3% | +115.3% | -110.0% | +4.1% |
| 6M | -0.8% | -73.8% | +73.1% | -0.1% |
| YTD | -11.7% | -68.8% | +57.1% | -11.4% |
| 1Y | -24.6% | +43.3% | -67.9% | -27.8% |
| 3Y | -18.7% | +214.7% | -233.4% | -32.4% |
| All | -18.7% | +214.7% | -233.4% | -32.4% |
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