+445.3%
LEN vs COPX
+200.8%
+244.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.5% | +0.1% |
| 7D | -3.4% | +6.0% | -9.3% | -5.7% |
| 30D | -5.7% | +6.4% | -12.1% | -8.3% |
| 3M | -12.2% | +19.3% | -31.5% | -19.3% |
| 6M | -18.3% | +16.2% | -34.5% | -25.0% |
| YTD | -20.2% | +33.2% | -53.4% | -31.8% |
| 1Y | -40.1% | +90.2% | -130.3% | -56.5% |
| 3Y | -26.2% | +175.7% | -201.9% | -56.2% |
| 5Y | -9.8% | +193.1% | -202.9% | -50.4% |
| 10Y | +109.1% | +619.4% | -510.3% | -33.0% |
| All | +445.3% | +200.8% | +244.5% | +168.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling