-26.5%
LEN vs CHD
+4.0%
-30.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.0% | -1.8% | -3.2% |
| 7D | -2.9% | -2.9% | 0.0% | -1.9% |
| 30D | -8.9% | -6.2% | -2.7% | -7.0% |
| 3M | -10.9% | +1.6% | -12.5% | -11.3% |
| 6M | -19.7% | -3.5% | -16.1% | -18.9% |
| YTD | -20.6% | +16.2% | -36.8% | -23.7% |
| 1Y | -42.4% | +3.4% | -45.8% | -43.1% |
| 3Y | -26.5% | +4.6% | -31.2% | -27.9% |
| All | -26.5% | +4.0% | -30.5% | -27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling