+15,232.8%
CAH vs LEN
+10,533.4%
+4,699.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.4% |
| 7D | +5.4% | -3.2% | +8.6% | +5.9% |
| 30D | +3.3% | -4.9% | +8.2% | +4.0% |
| 3M | +22.8% | -8.5% | +31.3% | +24.1% |
| 6M | +11.3% | -20.7% | +31.9% | +14.6% |
| YTD | +21.1% | -17.4% | +38.5% | +23.6% |
| 1Y | +67.2% | -38.2% | +105.5% | +77.8% |
| 3Y | +195.6% | -24.9% | +220.5% | +199.3% |
| 5Y | +413.8% | -11.4% | +425.3% | +398.6% |
| 10Y | +309.6% | +110.0% | +199.5% | +233.4% |
| All | +15,232.8% | +10,533.4% | +4,699.4% | +6,032.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling