+120.1%
LEN vs CAPR
-99.1%
+219.2%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.7% | -7.8% | -3.2% |
| 7D | +2.1% | +41.1% | -39.0% | +1.4% |
| 30D | +16.6% | +11.1% | +5.5% | +16.3% |
| 3M | +5.3% | +115.3% | -110.0% | +3.5% |
| 6M | -0.8% | -73.8% | +73.1% | +0.2% |
| YTD | -11.7% | -68.8% | +57.1% | -11.3% |
| 1Y | -24.6% | +43.3% | -67.9% | -29.1% |
| 3Y | -18.7% | +214.7% | -233.4% | -26.3% |
| 5Y | -4.4% | +141.3% | -145.7% | -13.8% |
| 10Y | +152.2% | -67.0% | +219.2% | +118.5% |
| All | +120.1% | -99.1% | +219.2% | +89.9% |
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 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