-9.8%
LEN vs CHD
+19.3%
-29.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.0% |
| 7D | -3.4% | -4.2% | +0.8% | -1.8% |
| 30D | -5.7% | -7.6% | +1.9% | -2.8% |
| 3M | -12.2% | -1.6% | -10.6% | -11.7% |
| 6M | -18.3% | -6.3% | -12.0% | -16.4% |
| YTD | -20.2% | +14.6% | -34.8% | -24.1% |
| 1Y | -40.1% | +1.6% | -41.7% | -40.6% |
| 3Y | -26.2% | +3.1% | -29.3% | -28.4% |
| 5Y | -9.8% | +21.1% | -30.9% | -18.1% |
| All | -9.8% | +19.3% | -29.1% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling