+71.6%
CRH vs LEN
-27.3%
+98.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.1% |
| 7D | -6.1% | -4.8% | -1.3% | -4.1% |
| 30D | -9.3% | -6.6% | -2.7% | -6.6% |
| 3M | -15.2% | -15.7% | +0.5% | -9.1% |
| 6M | -14.2% | -16.6% | +2.4% | -7.8% |
| YTD | -28.3% | -21.3% | -6.9% | -21.6% |
| 1Y | -21.8% | -42.0% | +20.3% | -4.1% |
| 3Y | +71.6% | -27.9% | +99.5% | +79.3% |
| All | +71.6% | -27.3% | +98.9% | +79.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling