+683.8%
CTAS vs LEN
+103.7%
+580.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | +1.0% | -3.4% | +4.4% | +2.1% |
| 30D | -1.1% | -5.7% | +4.6% | +0.7% |
| 3M | +11.5% | -12.2% | +23.7% | +15.8% |
| 6M | +0.2% | -18.3% | +18.4% | +6.0% |
| YTD | +7.2% | -20.2% | +27.4% | +13.7% |
| 1Y | 0.0% | -40.1% | +40.1% | +16.1% |
| 3Y | +65.9% | -26.2% | +92.1% | +71.5% |
| 5Y | +109.6% | -9.8% | +119.4% | +94.5% |
| 10Y | +683.8% | +109.1% | +574.6% | +376.8% |
| All | +683.8% | +103.7% | +580.0% | +376.8% |
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 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