+695.3%
CAT vs LEN
+136.8%
+558.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +1.5% |
| 7D | +9.3% | -8.7% | +18.1% | +12.1% |
| 30D | -21.5% | +11.6% | -33.0% | -24.6% |
| 3M | -29.1% | -1.3% | -27.8% | -29.7% |
| 6M | -33.4% | -1.4% | -31.9% | -34.1% |
| YTD | +6.6% | -16.9% | +23.4% | +10.2% |
| 1Y | +6.5% | -31.2% | +37.7% | +16.0% |
| 3Y | +162.7% | -25.6% | +188.3% | +173.4% |
| 5Y | +214.2% | -13.3% | +227.5% | +204.7% |
| All | +695.3% | +136.8% | +558.5% | +463.9% |
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