+266.1%
CDW vs LEN
+99.2%
+166.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.8% | -1.3% | -4.0% |
| 7D | -3.9% | -2.9% | -1.0% | -3.0% |
| 30D | +6.9% | -8.9% | +15.7% | +9.8% |
| 3M | +7.7% | -10.9% | +18.6% | +10.8% |
| 6M | +18.3% | -19.7% | +38.0% | +24.9% |
| YTD | +7.8% | -20.6% | +28.3% | +13.8% |
| 1Y | -12.2% | -42.4% | +30.3% | +2.2% |
| 3Y | -28.9% | -26.5% | -2.4% | -25.7% |
| 5Y | -22.8% | -10.9% | -11.8% | -26.3% |
| 10Y | +266.1% | +100.6% | +165.4% | +155.6% |
| All | +266.1% | +99.2% | +166.9% | +155.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling