+160.7%
CNH vs LEN
+103.7%
+56.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.0% |
| 7D | +1.8% | -3.4% | +5.2% | +3.2% |
| 30D | +32.6% | -5.7% | +38.3% | +35.4% |
| 3M | +29.4% | -12.2% | +41.7% | +35.5% |
| 6M | +26.0% | -18.3% | +44.3% | +35.2% |
| YTD | +52.2% | -20.2% | +72.4% | +64.1% |
| 1Y | +23.9% | -40.1% | +63.9% | +47.6% |
| 3Y | +10.1% | -26.2% | +36.3% | +18.9% |
| 5Y | +13.2% | -9.8% | +23.0% | +9.8% |
| 10Y | +160.7% | +109.1% | +51.5% | +68.5% |
| All | +160.7% | +103.7% | +56.9% | +68.5% |
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 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