-41.8%
LEN vs CRL
+73.3%
-115.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -3.1% |
| 7D | -7.8% | -6.9% | -0.8% | -6.2% |
| 30D | -11.0% | -3.2% | -7.8% | -10.3% |
| 3M | -12.8% | +46.5% | -59.3% | -20.4% |
| 6M | -20.2% | +63.1% | -83.3% | -29.5% |
| YTD | -23.0% | +36.9% | -59.9% | -29.0% |
| 1Y | -41.8% | +78.1% | -119.9% | -51.4% |
| All | -41.8% | +73.3% | -115.1% | -51.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling