+146.2%
LEN vs CPB
-40.1%
+186.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | -0.1% |
| 7D | -6.4% | -4.1% | -2.3% | -5.4% |
| 30D | +15.6% | +16.9% | -1.3% | +11.7% |
| 3M | -0.8% | -0.6% | -0.2% | -0.8% |
| 6M | +0.4% | +11.4% | -11.0% | -2.3% |
| YTD | -14.1% | -14.8% | +0.7% | -11.7% |
| 1Y | -29.6% | -24.8% | -4.9% | -25.8% |
| 3Y | -23.1% | -36.6% | +13.5% | -16.8% |
| 5Y | -8.9% | -33.3% | +24.5% | -2.3% |
| 10Y | +146.2% | -40.4% | +186.6% | +160.5% |
| All | +146.2% | -40.1% | +186.4% | +160.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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