-4.5%
LEN vs CPB
-31.8%
+27.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.2% | +4.4% | +3.6% |
| 7D | +0.6% | +3.3% | -2.6% | -0.4% |
| 30D | +19.4% | +19.0% | +0.4% | +12.9% |
| 3M | +4.5% | +0.4% | +4.1% | +3.9% |
| 6M | +4.9% | +13.0% | -8.1% | +0.3% |
| YTD | -8.9% | -12.7% | +3.8% | -6.2% |
| 1Y | -23.0% | -20.9% | -2.1% | -18.2% |
| 3Y | -16.7% | -35.4% | +18.7% | -8.0% |
| 5Y | -4.5% | -32.3% | +27.8% | +6.5% |
| All | -4.5% | -31.8% | +27.3% | +6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling