-25.6%
LEN vs CPB
-35.1%
+9.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.1% | -1.2% |
| 7D | -5.8% | -1.6% | -4.2% | -5.2% |
| 30D | +13.7% | +19.2% | -5.5% | +6.7% |
| 3M | -3.9% | -0.9% | -2.9% | -4.2% |
| 6M | -0.4% | +15.2% | -15.6% | -6.1% |
| YTD | -16.8% | -13.1% | -3.8% | -13.9% |
| 1Y | -29.5% | -22.4% | -7.1% | -23.9% |
| 3Y | -25.6% | -35.3% | +9.7% | -16.7% |
| All | -25.6% | -35.1% | +9.5% | -16.7% |
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