+109.1%
LEN vs CPB
-44.2%
+153.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | -3.4% | -8.0% | +4.6% | -1.7% |
| 30D | -5.7% | -2.4% | -3.2% | -5.3% |
| 3M | -12.2% | +0.5% | -12.8% | -12.6% |
| 6M | -18.3% | -10.5% | -7.8% | -16.7% |
| YTD | -20.2% | -17.5% | -2.7% | -17.3% |
| 1Y | -40.1% | -31.0% | -9.0% | -35.6% |
| 3Y | -26.2% | -40.6% | +14.4% | -19.1% |
| 5Y | -9.8% | -37.7% | +27.9% | -2.1% |
| 10Y | +109.1% | -43.4% | +152.6% | +124.4% |
| All | +109.1% | -44.2% | +153.4% | +124.4% |
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