+53.4%
CHRW vs LEN
-2.5%
+55.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.2% | -0.3% | +2.2% |
| 7D | +0.2% | +0.6% | -0.4% | -0.1% |
| 30D | -9.4% | +19.4% | -28.8% | -13.4% |
| 3M | -13.3% | +4.5% | -17.8% | -14.6% |
| 6M | -24.2% | +4.9% | -29.1% | -25.7% |
| YTD | -18.9% | -8.9% | -9.9% | -18.1% |
| 1Y | -12.4% | -23.0% | +10.6% | -8.1% |
| 3Y | +72.2% | -16.7% | +88.9% | +70.7% |
| 5Y | +53.4% | -4.5% | +57.8% | +39.1% |
| All | +53.4% | -2.5% | +55.9% | +39.1% |
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