+111.0%
CTAS vs LEN
-12.1%
+123.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.9% | +1.0% |
| 7D | 0.0% | -2.9% | +2.8% | +0.7% |
| 30D | -1.0% | -8.9% | +7.9% | +1.3% |
| 3M | +15.8% | -10.9% | +26.7% | +18.9% |
| 6M | -1.0% | -19.7% | +18.7% | +4.2% |
| YTD | +7.4% | -20.6% | +28.0% | +12.9% |
| 1Y | -0.1% | -42.4% | +42.3% | +14.1% |
| 3Y | +66.3% | -26.5% | +92.8% | +68.2% |
| 5Y | +111.0% | -10.9% | +121.9% | +93.3% |
| All | +111.0% | -12.1% | +123.1% | +93.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling