+100.6%
LEN vs COO
+43.7%
+56.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.7% | -1.1% | -2.5% |
| 7D | -2.9% | -2.3% | -0.6% | -1.7% |
| 30D | -8.9% | -8.8% | 0.0% | -4.7% |
| 3M | -10.9% | +1.3% | -12.2% | -11.5% |
| 6M | -19.7% | -11.6% | -8.1% | -15.0% |
| YTD | -20.6% | -17.4% | -3.2% | -13.3% |
| 1Y | -42.4% | -1.6% | -40.8% | -42.6% |
| 3Y | -26.5% | -22.6% | -3.9% | -20.1% |
| 5Y | -10.9% | -40.3% | +29.4% | +8.1% |
| 10Y | +100.6% | +45.2% | +55.4% | +71.9% |
| All | +100.6% | +43.7% | +56.9% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling