+10,331.5%
LEN vs COO
+5,988.7%
+4,342.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.8% |
| 7D | -3.2% | -2.2% | -1.0% | -2.9% |
| 30D | -4.9% | -7.0% | +2.1% | -4.0% |
| 3M | -8.5% | +12.2% | -20.7% | -9.8% |
| 6M | -20.7% | -15.1% | -5.5% | -19.1% |
| YTD | -17.4% | -15.1% | -2.3% | -15.8% |
| 1Y | -38.2% | +2.3% | -40.6% | -38.5% |
| 3Y | -24.9% | -23.7% | -1.2% | -22.8% |
| 5Y | -11.4% | -38.9% | +27.5% | -6.7% |
| 10Y | +110.0% | +49.9% | +60.1% | +101.8% |
| All | +10,331.5% | +5,988.7% | +4,342.8% | +7,958.3% |
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