+49.5%
CNH vs LEN
+209.5%
-160.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.2% | +7.7% | +9.7% |
| 7D | +8.6% | +0.6% | +7.9% | +8.1% |
| 30D | +12.6% | +19.4% | -6.9% | +4.8% |
| 3M | +17.5% | +4.5% | +13.0% | +14.7% |
| 6M | +18.1% | +4.9% | +13.2% | +14.8% |
| YTD | +40.4% | -8.9% | +49.3% | +43.1% |
| 1Y | +34.0% | -23.0% | +57.0% | +44.9% |
| 3Y | +35.3% | -16.7% | +52.0% | +38.8% |
| 5Y | -5.1% | -4.5% | -0.6% | -10.6% |
| 10Y | +124.0% | +162.2% | -38.1% | +28.6% |
| All | +49.5% | +209.5% | -160.0% | -17.8% |
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 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