+1,262.5%
LEN vs CRL
+1,379.5%
-117.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.6% | -0.4% |
| 7D | -3.2% | -1.0% | -2.2% | -2.8% |
| 30D | -4.9% | +10.7% | -15.5% | -8.5% |
| 3M | -8.5% | +55.3% | -63.8% | -22.8% |
| 6M | -20.7% | +60.7% | -81.3% | -34.8% |
| YTD | -17.4% | +44.6% | -62.0% | -30.1% |
| 1Y | -38.2% | +77.7% | -116.0% | -52.0% |
| 3Y | -24.9% | +37.6% | -62.5% | -39.6% |
| 5Y | -11.4% | -35.8% | +24.4% | -7.4% |
| 10Y | +110.0% | +241.7% | -131.7% | +14.0% |
| All | +1,262.5% | +1,379.5% | -117.0% | +469.2% |
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