+98.7%
LEN vs CRL
+249.3%
-150.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -2.8% |
| 7D | -7.8% | -6.9% | -0.8% | -5.0% |
| 30D | -11.0% | -3.2% | -7.8% | -9.9% |
| 3M | -12.8% | +46.5% | -59.3% | -25.7% |
| 6M | -20.2% | +63.1% | -83.3% | -35.9% |
| YTD | -23.0% | +36.9% | -59.9% | -34.3% |
| 1Y | -41.8% | +78.1% | -119.9% | -55.9% |
| 3Y | -28.8% | +36.7% | -65.5% | -43.8% |
| 5Y | -12.6% | -38.1% | +25.5% | -1.3% |
| All | +98.7% | +249.3% | -150.6% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling