+143.7%
LEN vs CPB
-40.9%
+184.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -5.1% |
| 7D | +0.7% | +2.9% | -2.2% | 0.0% |
| 30D | +13.0% | +17.6% | -4.6% | +9.0% |
| 3M | +1.9% | +2.0% | -0.1% | +1.2% |
| 6M | -0.7% | +11.6% | -12.4% | -3.4% |
| YTD | -13.8% | -13.8% | 0.0% | -11.7% |
| 1Y | -28.1% | -21.6% | -6.5% | -24.8% |
| 3Y | -22.8% | -35.8% | +13.0% | -16.8% |
| 5Y | -7.4% | -33.3% | +25.9% | -0.8% |
| 10Y | +143.7% | -39.4% | +183.1% | +156.1% |
| All | +143.7% | -40.9% | +184.6% | +156.1% |
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