+122.7%
CHRW vs LEN
+147.0%
-24.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.4% | +1.0% |
| 7D | -3.4% | +0.7% | -4.0% | -3.6% |
| 30D | -9.4% | +13.0% | -22.4% | -11.6% |
| 3M | -12.6% | +1.9% | -14.5% | -13.3% |
| 6M | -24.2% | -0.7% | -23.4% | -24.6% |
| YTD | -18.9% | -13.8% | -5.1% | -17.5% |
| 1Y | -13.7% | -28.1% | +14.4% | -9.4% |
| 3Y | +72.6% | -22.8% | +95.4% | +76.0% |
| 5Y | +55.6% | -7.4% | +62.9% | +50.6% |
| 10Y | +122.7% | +143.7% | -20.9% | +83.0% |
| All | +122.7% | +147.0% | -24.2% | +83.0% |
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