+68.0%
CNH vs LEN
+180.7%
-112.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.1% | +4.4% |
| 7D | +23.3% | -3.2% | +26.5% | +24.7% |
| 30D | +33.5% | -4.9% | +38.3% | +35.8% |
| 3M | +32.7% | -8.5% | +41.2% | +36.8% |
| 6M | +22.2% | -20.7% | +42.8% | +32.6% |
| YTD | +57.7% | -17.4% | +75.1% | +67.9% |
| 1Y | +28.0% | -38.2% | +66.2% | +50.9% |
| 3Y | +11.5% | -24.9% | +36.4% | +19.5% |
| 5Y | +11.9% | -11.4% | +23.3% | +9.0% |
| 10Y | +162.8% | +110.0% | +52.8% | +65.4% |
| All | +68.0% | +180.7% | -112.7% | -3.6% |
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