+1,402.6%
LEN vs CRL
+1,712.0%
-309.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.7% | -1.5% | +1.5% |
| 7D | +0.6% | +4.4% | -3.8% | -1.6% |
| 30D | +19.4% | +17.1% | +2.3% | +11.2% |
| 3M | +4.5% | +32.1% | -27.6% | -7.4% |
| 6M | +4.9% | +98.9% | -94.0% | -21.0% |
| YTD | -8.9% | +77.1% | -86.0% | -29.7% |
| 1Y | -23.0% | +110.3% | -133.2% | -44.3% |
| 3Y | -16.7% | +108.5% | -125.2% | -43.7% |
| 5Y | -4.5% | -7.9% | +3.4% | -13.9% |
| 10Y | +162.2% | +368.9% | -206.8% | +25.0% |
| All | +1,402.6% | +1,712.0% | -309.4% | +472.3% |
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