+970.6%
CDW vs LEN
+182.1%
+788.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.4% | +8.3% | +4.5% |
| 7D | +13.1% | +0.7% | +12.4% | +12.9% |
| 30D | +19.1% | +13.0% | +6.1% | +14.6% |
| 3M | +24.7% | +1.9% | +22.8% | +23.4% |
| 6M | +63.4% | -0.7% | +64.1% | +61.9% |
| YTD | +26.3% | -13.8% | +40.1% | +29.4% |
| 1Y | +20.6% | -28.1% | +48.7% | +30.2% |
| 3Y | -16.3% | -22.8% | +6.5% | -13.9% |
| 5Y | -3.9% | -7.4% | +3.4% | -9.1% |
| 10Y | +331.5% | +143.7% | +187.8% | +188.5% |
| All | +970.6% | +182.1% | +788.5% | +615.3% |
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