+19.8%
CDW vs LEN
-29.6%
+49.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | +2.6% | -6.4% | +8.9% | +3.8% |
| 30D | +20.4% | +15.6% | +4.7% | +17.6% |
| 3M | +28.5% | -0.8% | +29.2% | +27.5% |
| 6M | +70.6% | +0.4% | +70.2% | +68.5% |
| YTD | +29.1% | -14.1% | +43.2% | +32.2% |
| All | +19.8% | -29.6% | +49.4% | +27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling