+132.4%
LEN vs CHD
+196.1%
-63.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.5% |
| 7D | -5.8% | +3.6% | -9.4% | -7.1% |
| 30D | +13.7% | +10.4% | +3.3% | +9.6% |
| 3M | -3.9% | +12.2% | -16.0% | -8.0% |
| 6M | -0.4% | +19.9% | -20.3% | -7.2% |
| YTD | -16.8% | +36.4% | -53.3% | -26.3% |
| 1Y | -29.5% | +35.1% | -64.6% | -37.3% |
| 3Y | -25.6% | +29.2% | -54.8% | -33.7% |
| 5Y | -13.2% | +33.4% | -46.6% | -24.9% |
| All | +132.4% | +196.1% | -63.7% | +54.4% |
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