-22.5%
LEN vs CAI
+12.6%
-35.1%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.1% | +6.0% | +7.0% |
| 7D | +10.5% | -6.3% | +16.8% | +10.9% |
| 30D | +24.6% | +9.3% | +15.3% | +23.5% |
| 3M | +6.6% | +106.3% | -99.7% | -0.7% |
| 6M | +10.6% | +77.7% | -67.1% | +3.6% |
| YTD | -8.3% | +23.1% | -31.4% | -13.6% |
| 1Y | -22.5% | +6.5% | -29.1% | -25.6% |
| All | -22.5% | +12.6% | -35.1% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling