-40.1%
LEN vs CPB
-30.8%
-9.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | -3.4% | -8.0% | +4.6% | -0.7% |
| 30D | -5.7% | -2.4% | -3.2% | -5.2% |
| 3M | -12.2% | +0.5% | -12.8% | -13.0% |
| 6M | -18.3% | -10.5% | -7.8% | -15.5% |
| YTD | -20.2% | -17.5% | -2.7% | -14.9% |
| 1Y | -40.1% | -31.0% | -9.0% | -31.0% |
| All | -40.1% | -30.8% | -9.2% | -31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling