+9.3%
CAT vs LEN
-30.4%
+39.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.8% |
| 7D | +7.4% | -5.8% | +13.2% | +8.5% |
| 30D | -19.7% | +13.7% | -33.4% | -22.6% |
| 3M | -29.6% | -3.9% | -25.7% | -28.9% |
| 6M | -33.2% | -0.4% | -32.8% | -33.6% |
| YTD | +5.7% | -16.8% | +22.5% | +9.7% |
| 1Y | +9.3% | -29.5% | +38.8% | +16.7% |
| All | +9.3% | -30.4% | +39.8% | +16.7% |
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