+940.6%
CDW vs LEN
+198.1%
+742.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.2% | +1.6% | +3.9% |
| 7D | +9.3% | +0.6% | +8.7% | +9.2% |
| 30D | +15.8% | +19.4% | -3.6% | +9.7% |
| 3M | +21.8% | +4.5% | +17.3% | +19.7% |
| 6M | +58.8% | +4.9% | +53.9% | +54.9% |
| YTD | +22.8% | -8.9% | +31.7% | +23.8% |
| 1Y | +17.9% | -23.0% | +40.9% | +24.9% |
| 3Y | -17.4% | -16.7% | -0.7% | -17.0% |
| 5Y | -5.7% | -4.5% | -1.3% | -11.6% |
| 10Y | +319.5% | +162.2% | +157.3% | +174.9% |
| All | +940.6% | +198.1% | +742.4% | +584.5% |
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