+1,316.5%
LEN vs CRL
+1,657.4%
-340.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | -6.4% | +5.0% | -11.4% | -8.2% |
| 30D | +15.6% | +13.5% | +2.1% | +8.9% |
| 3M | -0.8% | +21.5% | -22.3% | -9.3% |
| 6M | +0.4% | +103.4% | -103.1% | -25.1% |
| YTD | -14.1% | +71.8% | -85.9% | -33.0% |
| 1Y | -29.6% | +97.5% | -127.2% | -47.9% |
| 3Y | -23.1% | +99.2% | -122.4% | -47.2% |
| 5Y | -8.9% | -12.1% | +3.3% | -16.4% |
| 10Y | +146.2% | +359.2% | -213.0% | +18.4% |
| All | +1,316.5% | +1,657.4% | -340.9% | +445.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling