+45.7%
CNH vs LEN
+191.8%
-146.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +6.7% | -6.4% | +13.0% | +9.4% |
| 30D | +7.2% | +15.6% | -8.4% | +1.1% |
| 3M | +17.5% | -0.8% | +18.3% | +16.9% |
| 6M | +15.0% | +0.4% | +14.6% | +13.6% |
| YTD | +36.8% | -14.1% | +50.9% | +42.6% |
| 1Y | +27.6% | -29.6% | +57.3% | +42.8% |
| 3Y | +34.3% | -23.1% | +57.5% | +42.1% |
| 5Y | -12.2% | -8.9% | -3.3% | -15.8% |
| 10Y | +113.9% | +146.2% | -32.4% | +25.7% |
| All | +45.7% | +191.8% | -146.1% | -18.1% |
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 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