+88.6%
CHRW vs LEN
-12.1%
+100.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.8% | +5.5% | +2.6% |
| 7D | +1.9% | -2.9% | +4.8% | +2.6% |
| 30D | +0.9% | -8.9% | +9.8% | +3.0% |
| 3M | -19.9% | -10.9% | -9.0% | -18.1% |
| 6M | -15.8% | -19.7% | +3.9% | -11.9% |
| YTD | -5.6% | -20.6% | +15.0% | -1.2% |
| 1Y | +21.0% | -42.4% | +63.5% | +36.6% |
| 3Y | +86.0% | -26.5% | +112.6% | +90.4% |
| 5Y | +88.6% | -10.9% | +99.6% | +73.3% |
| All | +88.6% | -12.1% | +100.7% | +73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling