+106.0%
LEN vs CAPR
-99.1%
+205.0%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.1% |
| 7D | -3.2% | -2.0% | -1.2% | -3.2% |
| 30D | -4.9% | +139.2% | -144.1% | -6.6% |
| 3M | -8.5% | -66.4% | +57.9% | -7.9% |
| 6M | -20.7% | -63.1% | +42.5% | -20.3% |
| YTD | -17.4% | -67.4% | +50.0% | -17.0% |
| 1Y | -38.2% | +58.2% | -96.5% | -42.0% |
| 3Y | -24.9% | +42.2% | -67.1% | -30.9% |
| 5Y | -11.4% | +87.3% | -98.7% | -19.8% |
| 10Y | +110.0% | -75.3% | +185.3% | +82.2% |
| All | +106.0% | -99.1% | +205.0% | +77.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling