+114.9%
LEN vs CAPR
-99.1%
+214.1%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -9.9% | +4.6% | -5.2% |
| 7D | +0.7% | +7.6% | -7.0% | +0.5% |
| 30D | +13.0% | +13.3% | -0.3% | +12.7% |
| 3M | +1.9% | +130.4% | -128.5% | 0.0% |
| 6M | -0.7% | -70.8% | +70.1% | +0.1% |
| YTD | -13.8% | -69.3% | +55.5% | -13.4% |
| 1Y | -28.1% | +59.5% | -87.6% | -32.5% |
| 3Y | -22.8% | +216.8% | -239.6% | -30.1% |
| 5Y | -7.4% | +152.7% | -160.1% | -16.5% |
| 10Y | +143.7% | -68.2% | +211.9% | +111.2% |
| All | +114.9% | -99.1% | +214.1% | +85.5% |
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 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