+103.0%
LEN vs CGNX
+193.6%
-90.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.1% | -1.9% | +0.9% |
| 7D | -4.8% | +3.2% | -7.9% | -5.7% |
| 30D | -6.6% | +6.0% | -12.6% | -8.6% |
| 3M | -15.7% | +3.5% | -19.2% | -17.6% |
| 6M | -16.6% | +26.3% | -42.9% | -24.1% |
| YTD | -21.3% | +79.2% | -100.6% | -38.2% |
| 1Y | -42.0% | +43.8% | -85.8% | -51.5% |
| 3Y | -27.9% | +52.0% | -79.9% | -43.9% |
| 5Y | -10.7% | -24.0% | +13.3% | -13.1% |
| All | +103.0% | +193.6% | -90.6% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 10y: compounded portfolio wealth divided by compounded CGNX 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…
10y analysis · Full analysis span regression · 6 months rolling