+5.8%
CAT vs LEN
-22.9%
+28.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.2% | +4.0% | +6.7% |
| 7D | -2.4% | +0.6% | -3.0% | -2.5% |
| 30D | -25.0% | +19.4% | -44.4% | -28.0% |
| 3M | -28.7% | +4.5% | -33.3% | -29.0% |
| 6M | -33.0% | +4.9% | -37.9% | -33.5% |
| YTD | +5.4% | -8.9% | +14.3% | +7.7% |
| All | +5.8% | -22.9% | +28.7% | +11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling