-23.2%
LEN vs CPB
-40.7%
+17.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | +0.1% |
| 7D | -3.2% | -8.6% | +5.4% | -0.4% |
| 30D | -4.9% | -7.2% | +2.4% | -2.6% |
| 3M | -8.5% | +0.9% | -9.4% | -9.3% |
| 6M | -20.7% | -11.8% | -8.8% | -17.8% |
| YTD | -17.4% | -19.4% | +2.0% | -11.9% |
| 1Y | -38.2% | -30.4% | -7.9% | -30.6% |
| All | -23.2% | -40.7% | +17.5% | -12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling