-10.9%
LEN vs CRL
-37.4%
+26.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.7% | -1.2% | -3.0% |
| 7D | -2.9% | -0.6% | -2.3% | -2.7% |
| 30D | -8.9% | +5.0% | -13.8% | -10.3% |
| 3M | -10.9% | +50.6% | -61.5% | -22.2% |
| 6M | -19.7% | +60.9% | -80.6% | -32.2% |
| YTD | -20.6% | +40.7% | -61.3% | -30.4% |
| 1Y | -42.4% | +73.3% | -115.7% | -53.2% |
| 3Y | -26.5% | +40.6% | -67.1% | -38.9% |
| 5Y | -10.9% | -37.0% | +26.0% | -8.1% |
| All | -10.9% | -37.4% | +26.5% | -8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling