+14,817.8%
CAH vs LEN
+10,125.0%
+4,692.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.8% | +1.1% | -2.1% |
| 7D | +0.5% | -2.9% | +3.4% | +0.9% |
| 30D | +1.7% | -8.9% | +10.6% | +3.1% |
| 3M | +17.9% | -10.9% | +28.8% | +19.6% |
| 6M | +10.9% | -19.7% | +30.6% | +14.0% |
| YTD | +17.9% | -20.6% | +38.4% | +21.0% |
| 1Y | +61.7% | -42.4% | +104.1% | +73.8% |
| 3Y | +183.7% | -26.5% | +210.3% | +188.2% |
| 5Y | +401.3% | -10.9% | +412.3% | +386.0% |
| 10Y | +293.7% | +100.6% | +193.0% | +222.7% |
| All | +14,817.8% | +10,125.0% | +4,692.8% | +5,901.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded LEN 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling