+11,404.3%
LEN vs COO
+5,493.5%
+5,910.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.5% | +0.7% | +2.9% |
| 7D | +0.6% | +4.3% | -3.7% | +0.1% |
| 30D | +19.4% | +17.6% | +1.8% | +17.1% |
| 3M | +4.5% | -13.9% | +18.4% | +6.4% |
| 6M | +4.9% | +6.6% | -1.6% | +4.0% |
| YTD | -8.9% | -22.0% | +13.1% | -6.3% |
| 1Y | -23.0% | -8.8% | -14.2% | -22.2% |
| 3Y | -16.7% | -21.5% | +4.8% | -14.7% |
| 5Y | -4.5% | -41.0% | +36.6% | +1.1% |
| 10Y | +162.2% | +40.9% | +121.3% | +153.7% |
| All | +11,404.3% | +5,493.5% | +5,910.8% | +8,871.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling