+1,776.3%
CVS vs LEN
+10,602.5%
-8,826.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.8% |
| 7D | +10.4% | -8.7% | +19.1% | +11.9% |
| 30D | +3.3% | +11.6% | -8.3% | +1.0% |
| 3M | -4.5% | -1.3% | -3.3% | -5.0% |
| 6M | -4.4% | -1.4% | -2.9% | -5.2% |
| YTD | +16.6% | -16.9% | +33.5% | +18.4% |
| 1Y | +15.3% | -31.2% | +46.5% | +20.5% |
| 3Y | +48.6% | -25.6% | +74.1% | +50.8% |
| 5Y | +12.9% | -13.3% | +26.1% | +9.7% |
| 10Y | +63.2% | +138.4% | -75.2% | +27.1% |
| All | +1,776.3% | +10,602.5% | -8,826.2% | +563.6% |
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