+10,331.5%
LEN vs CPB
+325.7%
+10,005.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | 0.0% |
| 7D | -3.2% | -8.6% | +5.4% | -0.8% |
| 30D | -4.9% | -7.2% | +2.4% | -2.9% |
| 3M | -8.5% | +0.9% | -9.4% | -9.1% |
| 6M | -20.7% | -11.8% | -8.8% | -18.2% |
| YTD | -17.4% | -19.4% | +2.0% | -12.8% |
| 1Y | -38.2% | -30.4% | -7.9% | -32.0% |
| 3Y | -24.9% | -40.2% | +15.3% | -14.6% |
| 5Y | -11.4% | -39.5% | +28.1% | -0.7% |
| 10Y | +110.0% | -47.4% | +157.4% | +134.0% |
| All | +10,331.5% | +325.7% | +10,005.8% | +6,891.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling