+6,046.1%
CRH vs LEN
+10,027.1%
-3,981.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.5% |
| 7D | -6.1% | -4.8% | -1.3% | -4.9% |
| 30D | -9.3% | -6.6% | -2.7% | -7.7% |
| 3M | -15.2% | -15.7% | +0.5% | -11.6% |
| 6M | -14.2% | -16.6% | +2.4% | -10.3% |
| YTD | -28.3% | -21.3% | -6.9% | -24.1% |
| 1Y | -21.8% | -42.0% | +20.3% | -11.3% |
| 3Y | +71.6% | -27.9% | +99.5% | +82.9% |
| 5Y | +96.6% | -10.7% | +107.3% | +97.1% |
| 10Y | +253.8% | +106.1% | +147.7% | +182.3% |
| All | +6,046.1% | +10,027.1% | -3,981.0% | +3,459.5% |
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