-13.3%
LEN vs CHD
+30.9%
-44.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.1% |
| 7D | -8.7% | +0.4% | -9.1% | -8.9% |
| 30D | +11.6% | +11.6% | 0.0% | +7.0% |
| 3M | -1.3% | +10.7% | -12.0% | -5.1% |
| 6M | -1.4% | +20.2% | -21.7% | -8.2% |
| YTD | -16.9% | +34.5% | -51.4% | -25.8% |
| 1Y | -31.2% | +32.6% | -63.7% | -38.2% |
| 3Y | -25.6% | +29.1% | -54.7% | -34.0% |
| 5Y | -13.3% | +31.5% | -44.8% | -25.5% |
| All | -13.3% | +30.9% | -44.2% | -25.5% |
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