+174.5%
CHRW vs LEN
+103.7%
+70.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | +4.1% | -3.4% | +7.4% | +4.7% |
| 30D | +1.9% | -5.7% | +7.5% | +2.9% |
| 3M | -21.2% | -12.2% | -8.9% | -19.6% |
| 6M | -16.7% | -18.3% | +1.6% | -14.0% |
| YTD | -5.4% | -20.2% | +14.8% | -2.1% |
| 1Y | +21.2% | -40.1% | +61.2% | +31.7% |
| 3Y | +86.5% | -26.2% | +112.7% | +92.1% |
| 5Y | +93.0% | -9.8% | +102.9% | +88.6% |
| 10Y | +174.5% | +109.1% | +65.4% | +132.7% |
| All | +174.5% | +103.7% | +70.8% | +132.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling