+245.6%
CRH vs LEN
+108.0%
+137.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.1% |
| 7D | -6.1% | -4.8% | -1.3% | -4.2% |
| 30D | -9.3% | -6.6% | -2.7% | -6.8% |
| 3M | -15.2% | -15.7% | +0.5% | -9.4% |
| 6M | -14.2% | -16.6% | +2.4% | -8.0% |
| YTD | -28.3% | -21.3% | -6.9% | -21.6% |
| 1Y | -21.8% | -42.0% | +20.3% | -4.2% |
| 3Y | +71.6% | -27.9% | +99.5% | +87.7% |
| 5Y | +96.6% | -10.7% | +107.3% | +91.9% |
| All | +245.6% | +108.0% | +137.6% | +120.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling