+17,377.4%
CAH vs LEN
+10,606.4%
+6,771.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.1% |
| 7D | +3.5% | -5.8% | +9.2% | +4.3% |
| 30D | +13.5% | +13.7% | -0.2% | +11.1% |
| 3M | +21.8% | -3.9% | +25.7% | +22.1% |
| 6M | +51.5% | -0.4% | +51.9% | +50.6% |
| YTD | +38.1% | -16.8% | +54.9% | +40.3% |
| 1Y | +37.7% | -29.5% | +67.2% | +43.2% |
| 3Y | +179.6% | -25.6% | +205.2% | +182.7% |
| 5Y | +504.9% | -13.2% | +518.2% | +487.2% |
| 10Y | +418.6% | +138.5% | +280.1% | +313.2% |
| All | +17,377.4% | +10,606.4% | +6,771.0% | +6,857.8% |
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