+712.5%
CAT vs LEN
+166.0%
+546.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.2% | +4.0% | +6.3% |
| 7D | -2.4% | +0.6% | -3.0% | -2.8% |
| 30D | -25.0% | +19.4% | -44.4% | -29.2% |
| 3M | -28.7% | +4.5% | -33.3% | -30.4% |
| 6M | -33.0% | +4.9% | -37.9% | -34.9% |
| YTD | +5.4% | -8.9% | +14.3% | +6.4% |
| 1Y | +7.3% | -23.0% | +30.2% | +13.3% |
| 3Y | +166.0% | -16.7% | +182.7% | +168.4% |
| 5Y | +210.1% | -4.5% | +214.6% | +192.8% |
| 10Y | +712.5% | +162.2% | +550.4% | +454.4% |
| All | +712.5% | +166.0% | +546.5% | +454.4% |
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