+231.7%
CTVA vs LEN
+85.5%
+146.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.6% |
| 7D | +4.9% | -3.2% | +8.1% | +5.8% |
| 30D | +11.9% | -4.9% | +16.8% | +13.2% |
| 3M | +13.7% | -8.5% | +22.2% | +15.7% |
| 6M | +13.1% | -20.7% | +33.8% | +18.8% |
| YTD | +32.0% | -17.4% | +49.4% | +36.6% |
| 1Y | +22.1% | -38.2% | +60.3% | +35.8% |
| 3Y | +77.5% | -24.9% | +102.4% | +83.1% |
| 5Y | +106.3% | -11.4% | +117.7% | +97.6% |
| All | +231.7% | +85.5% | +146.2% | +150.5% |
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