+25,808.1%
CAT vs LEN
+10,533.4%
+15,274.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.8% | +2.0% |
| 7D | +1.7% | -3.2% | +4.9% | +2.6% |
| 30D | -6.6% | -4.9% | -1.7% | -5.5% |
| 3M | -13.3% | -8.5% | -4.8% | -11.6% |
| 6M | +11.6% | -20.7% | +32.3% | +18.0% |
| YTD | +42.9% | -17.4% | +60.4% | +49.1% |
| 1Y | +95.4% | -38.2% | +133.7% | +118.5% |
| 3Y | +196.6% | -24.9% | +221.5% | +210.5% |
| 5Y | +321.7% | -11.4% | +333.1% | +313.7% |
| 10Y | +1,140.8% | +110.0% | +1,030.8% | +813.0% |
| All | +25,808.1% | +10,533.4% | +15,274.7% | +6,442.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling