+34.2%
CVS vs LEN
-13.7%
+47.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +0.3% |
| 7D | -2.0% | -7.8% | +5.8% | -1.0% |
| 30D | +1.9% | -11.0% | +12.9% | +3.3% |
| 3M | -2.2% | -12.8% | +10.6% | -0.8% |
| 6M | +26.7% | -20.2% | +46.9% | +29.8% |
| YTD | +22.9% | -23.0% | +45.9% | +26.2% |
| 1Y | +32.9% | -41.8% | +74.7% | +41.7% |
| 3Y | +62.3% | -28.8% | +91.1% | +65.2% |
| 5Y | +34.2% | -12.6% | +46.8% | +28.4% |
| All | +34.2% | -13.7% | +47.9% | +28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling