+26,150.7%
CTAS vs LEN
+10,996.9%
+15,153.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.4% | +6.3% | +2.2% |
| 7D | +0.7% | +0.7% | 0.0% | +0.4% |
| 30D | +11.3% | +13.0% | -1.7% | +7.9% |
| 3M | +11.4% | +1.9% | +9.5% | +10.3% |
| 6M | +35.6% | -0.7% | +36.4% | +34.7% |
| YTD | +20.7% | -13.8% | +34.5% | +23.2% |
| 1Y | +22.8% | -28.1% | +50.9% | +30.5% |
| 3Y | +73.4% | -22.8% | +96.3% | +77.1% |
| 5Y | +117.6% | -7.4% | +125.0% | +109.4% |
| 10Y | +818.4% | +143.7% | +674.8% | +579.0% |
| All | +26,150.7% | +10,996.9% | +15,153.8% | +7,111.6% |
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