+1,893.3%
CVS vs LEN
+10,125.0%
-8,231.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | -0.1% |
| 7D | -1.6% | -2.9% | +1.3% | -1.1% |
| 30D | +0.4% | -8.9% | +9.2% | +1.8% |
| 3M | -0.4% | -10.9% | +10.5% | +1.1% |
| 6M | +25.1% | -19.7% | +44.8% | +28.9% |
| YTD | +23.9% | -20.6% | +44.5% | +27.5% |
| 1Y | +41.1% | -42.4% | +83.5% | +52.6% |
| 3Y | +63.6% | -26.5% | +90.2% | +67.3% |
| 5Y | +31.5% | -10.9% | +42.5% | +27.9% |
| 10Y | +40.5% | +100.6% | -60.1% | +13.2% |
| All | +1,893.3% | +10,125.0% | -8,231.8% | +614.9% |
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