+326.0%
CAT vs LEN
-10.8%
+336.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.8% | +2.0% |
| 7D | +1.7% | -3.2% | +4.9% | +2.7% |
| 30D | -6.6% | -4.9% | -1.7% | -5.3% |
| 3M | -13.3% | -8.5% | -4.8% | -11.3% |
| 6M | +11.6% | -20.7% | +32.3% | +18.9% |
| YTD | +42.9% | -17.4% | +60.4% | +49.9% |
| 1Y | +95.4% | -38.2% | +133.7% | +122.1% |
| 3Y | +196.6% | -24.9% | +221.5% | +209.1% |
| All | +326.0% | -10.8% | +336.8% | +307.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling