+3,715.3%
CHRW vs LEN
+1,542.0%
+2,173.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.2% | -0.3% | +2.3% |
| 7D | +0.2% | +0.6% | -0.4% | 0.0% |
| 30D | -9.4% | +19.4% | -28.8% | -12.8% |
| 3M | -13.3% | +4.5% | -17.8% | -14.4% |
| 6M | -24.2% | +4.9% | -29.1% | -25.5% |
| YTD | -18.9% | -8.9% | -9.9% | -18.2% |
| 1Y | -12.4% | -23.0% | +10.6% | -8.8% |
| 3Y | +72.2% | -16.7% | +88.9% | +73.5% |
| 5Y | +53.4% | -4.5% | +57.8% | +47.5% |
| 10Y | +127.0% | +162.2% | -35.2% | +65.1% |
| All | +3,715.3% | +1,542.0% | +2,173.3% | +1,245.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling