-14.6%
CRH vs LEN
-37.1%
+22.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.9% |
| 7D | -1.7% | -3.2% | +1.5% | -0.3% |
| 30D | -5.4% | -4.9% | -0.5% | -3.4% |
| 3M | -11.2% | -8.5% | -2.7% | -8.2% |
| 6M | -15.8% | -20.7% | +4.8% | -10.2% |
| YTD | -23.6% | -17.4% | -6.2% | -19.3% |
| 1Y | -14.6% | -38.2% | +23.6% | -5.9% |
| All | -14.6% | -37.1% | +22.5% | -5.9% |
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