+1,126.0%
CAT vs LEN
+99.2%
+1,026.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.8% | +4.9% | +2.2% |
| 7D | +5.6% | -2.9% | +8.4% | +6.4% |
| 30D | -2.3% | -8.9% | +6.5% | +0.2% |
| 3M | -10.0% | -10.9% | +0.9% | -7.3% |
| 6M | +21.2% | -19.7% | +40.9% | +28.5% |
| YTD | +44.4% | -20.6% | +65.0% | +53.1% |
| 1Y | +96.3% | -42.4% | +138.7% | +127.3% |
| 3Y | +203.9% | -26.5% | +230.5% | +220.8% |
| 5Y | +333.5% | -10.9% | +344.4% | +321.3% |
| 10Y | +1,126.0% | +100.6% | +1,025.4% | +805.1% |
| All | +1,126.0% | +99.2% | +1,026.9% | +805.1% |
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 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