+56.7%
CVS vs LEN
-26.6%
+83.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | -0.3% |
| 7D | -1.6% | -2.9% | +1.3% | -1.3% |
| 30D | +0.4% | -8.9% | +9.2% | +1.2% |
| 3M | -0.4% | -10.9% | +10.5% | +0.5% |
| 6M | +25.1% | -19.7% | +44.8% | +27.5% |
| YTD | +23.9% | -20.6% | +44.5% | +26.1% |
| 1Y | +41.1% | -42.4% | +83.5% | +48.6% |
| All | +56.7% | -26.6% | +83.3% | +57.5% |
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 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