+28.5%
CNH vs LEN
-27.0%
+55.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.4% | +1.0% | -2.2% |
| 7D | +4.5% | +0.7% | +3.9% | +4.2% |
| 30D | +7.6% | +13.0% | -5.4% | +2.1% |
| 3M | +17.0% | +1.9% | +15.1% | +15.6% |
| 6M | +12.9% | -0.7% | +13.7% | +12.3% |
| YTD | +34.3% | -13.8% | +48.1% | +38.4% |
| 1Y | +28.5% | -28.1% | +56.6% | +39.8% |
| All | +28.5% | -27.0% | +55.6% | +39.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling