+298.9%
CDW vs LEN
+136.9%
+162.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +9.3% | -5.8% | +15.1% | +11.2% |
| 30D | +14.4% | +13.7% | +0.6% | +9.7% |
| 3M | +21.4% | -3.9% | +25.3% | +22.3% |
| 6M | +72.8% | -0.4% | +73.2% | +70.9% |
| YTD | +28.0% | -16.8% | +44.9% | +32.7% |
| 1Y | +19.3% | -29.5% | +48.8% | +30.0% |
| 3Y | -15.3% | -25.6% | +10.3% | -12.0% |
| 5Y | -3.8% | -13.2% | +9.4% | -7.8% |
| All | +298.9% | +136.9% | +162.0% | +165.7% |
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