+143.9%
CAT vs LEN
-18.1%
+162.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +4.0% | +1.7% |
| 7D | -10.3% | +2.1% | -12.4% | -11.0% |
| 30D | -31.2% | +16.6% | -47.8% | -34.5% |
| 3M | -34.7% | +5.3% | -40.0% | -36.2% |
| 6M | -39.5% | -0.8% | -38.7% | -39.9% |
| YTD | -1.7% | -11.7% | +10.1% | +0.5% |
| 1Y | -1.1% | -24.6% | +23.5% | +5.6% |
| 3Y | +143.9% | -18.7% | +162.5% | +127.3% |
| All | +143.9% | -18.1% | +162.0% | +127.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling