+863.2%
CDW vs LEN
+170.3%
+692.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | +3.2% | -3.2% | +6.4% | +4.1% |
| 30D | +9.3% | -4.9% | +14.2% | +10.6% |
| 3M | +9.8% | -8.5% | +18.3% | +11.9% |
| 6M | +23.3% | -20.7% | +44.0% | +30.5% |
| YTD | +13.7% | -17.4% | +31.1% | +18.4% |
| 1Y | -6.5% | -38.2% | +31.8% | +6.0% |
| 3Y | -25.2% | -24.9% | -0.4% | -22.4% |
| 5Y | -19.5% | -11.4% | -8.0% | -22.6% |
| 10Y | +285.8% | +110.0% | +175.8% | +169.3% |
| All | +863.2% | +170.3% | +692.9% | +554.3% |
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