+96.3%
CAT vs LEN
-42.1%
+138.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.8% | +4.9% | +2.1% |
| 7D | +5.6% | -2.9% | +8.4% | +6.3% |
| 30D | -2.3% | -8.9% | +6.5% | 0.0% |
| 3M | -10.0% | -10.9% | +0.9% | -7.3% |
| 6M | +21.2% | -19.7% | +40.9% | +26.7% |
| YTD | +44.4% | -20.6% | +65.0% | +51.5% |
| 1Y | +96.3% | -42.4% | +138.7% | +111.7% |
| All | +96.3% | -42.1% | +138.3% | +111.7% |
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