+287.5%
CAH vs LEN
+108.0%
+179.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.0% |
| 7D | -5.1% | -4.8% | -0.3% | -4.4% |
| 30D | +0.2% | -6.6% | +6.7% | +1.2% |
| 3M | +6.3% | -15.7% | +22.0% | +9.0% |
| 6M | +9.4% | -16.6% | +26.0% | +12.1% |
| YTD | +15.0% | -21.3% | +36.3% | +18.5% |
| 1Y | +55.4% | -42.0% | +97.5% | +68.4% |
| 3Y | +173.8% | -27.9% | +201.7% | +176.7% |
| 5Y | +395.2% | -10.7% | +405.9% | +366.5% |
| All | +287.5% | +108.0% | +179.4% | +211.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling