+98.7%
LEN vs CHD
+125.6%
-26.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.2% | -3.0% |
| 7D | -7.8% | -4.7% | -3.0% | -6.0% |
| 30D | -11.0% | -8.3% | -2.7% | -8.1% |
| 3M | -12.8% | -4.0% | -8.7% | -11.4% |
| 6M | -20.2% | -6.5% | -13.7% | -18.3% |
| YTD | -23.0% | +13.1% | -36.1% | -26.6% |
| 1Y | -41.8% | +2.3% | -44.1% | -42.5% |
| 3Y | -28.8% | +1.8% | -30.6% | -30.5% |
| 5Y | -12.6% | +20.6% | -33.2% | -21.2% |
| All | +98.7% | +125.6% | -26.9% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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