+75.1%
CTVA vs LEN
-28.8%
+104.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | +0.3% |
| 7D | -4.7% | -7.8% | +3.1% | -3.2% |
| 30D | +11.1% | -11.0% | +22.1% | +13.4% |
| 3M | +13.7% | -12.8% | +26.5% | +16.2% |
| 6M | +11.2% | -20.2% | +31.4% | +15.4% |
| YTD | +26.9% | -23.0% | +49.9% | +32.2% |
| 1Y | +18.8% | -41.8% | +60.6% | +31.8% |
| All | +75.1% | -28.8% | +104.0% | +83.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling