+17,723.7%
CAT vs LEN
+11,263.3%
+6,460.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -34.4% |
| 3M | -34.7% | +5.3% | -40.0% | -36.3% |
| 6M | -39.5% | -0.8% | -38.7% | -40.2% |
| YTD | -1.7% | -11.7% | +10.1% | -0.2% |
| 1Y | -1.1% | -24.6% | +23.5% | +4.2% |
| 3Y | +143.9% | -18.7% | +162.5% | +147.8% |
| 5Y | +194.8% | -4.4% | +199.2% | +180.8% |
| 10Y | +739.8% | +152.2% | +587.6% | +484.0% |
| All | +17,723.7% | +11,263.3% | +6,460.4% | +4,278.6% |
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