+16.0%
CTVA vs LEN
-41.0%
+57.0%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -0.8% |
| 7D | -4.5% | -4.8% | +0.3% | -4.2% |
| 30D | +11.3% | -6.6% | +17.9% | +11.8% |
| 3M | +12.3% | -15.7% | +28.0% | +13.2% |
| 6M | +7.2% | -16.6% | +23.8% | +8.4% |
| YTD | +26.0% | -21.3% | +47.4% | +28.3% |
| 1Y | +16.0% | -42.0% | +58.1% | +16.7% |
| All | +16.0% | -41.0% | +57.0% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling