+103.0%
LEN vs COPX
+583.8%
-480.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | -4.8% | -2.3% | -2.4% | -4.1% |
| 30D | -6.6% | +0.3% | -6.8% | -6.9% |
| 3M | -15.7% | +6.8% | -22.5% | -18.6% |
| 6M | -16.6% | +7.9% | -24.6% | -20.8% |
| YTD | -21.3% | +23.7% | -45.1% | -30.0% |
| 1Y | -42.0% | +71.5% | -113.6% | -55.2% |
| 3Y | -27.9% | +149.1% | -177.0% | -54.0% |
| 5Y | -10.7% | +167.3% | -178.0% | -47.2% |
| All | +103.0% | +583.8% | -480.8% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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