-28.1%
LEN vs CPB
-21.8%
-6.3%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -4.9% |
| 7D | +0.7% | +2.9% | -2.2% | -0.5% |
| 30D | +13.0% | +17.6% | -4.6% | +6.2% |
| 3M | +1.9% | +2.0% | -0.1% | -0.2% |
| 6M | -0.7% | +11.6% | -12.4% | -5.9% |
| YTD | -13.8% | -13.8% | 0.0% | -10.8% |
| 1Y | -28.1% | -21.6% | -6.5% | -21.1% |
| All | -28.1% | -21.8% | -6.3% | -21.1% |
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 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