+106.3%
CNH vs LEN
+147.0%
-40.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.4% | +1.0% | -2.4% |
| 7D | +4.5% | +0.7% | +3.9% | +4.2% |
| 30D | +7.6% | +13.0% | -5.4% | +2.5% |
| 3M | +17.0% | +1.9% | +15.1% | +15.3% |
| 6M | +12.9% | -0.7% | +13.7% | +12.1% |
| YTD | +34.3% | -13.8% | +48.1% | +39.7% |
| 1Y | +28.5% | -28.1% | +56.6% | +42.5% |
| 3Y | +31.9% | -22.8% | +54.7% | +39.2% |
| 5Y | -9.6% | -7.4% | -2.2% | -13.6% |
| 10Y | +106.3% | +143.7% | -37.4% | +31.1% |
| All | +106.3% | +147.0% | -40.7% | +31.1% |
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