+10,331.5%
LEN vs CHD
+10,220.8%
+110.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -3.2% | -2.7% | -0.5% | -2.3% |
| 30D | -4.9% | -4.6% | -0.3% | -3.3% |
| 3M | -8.5% | +5.0% | -13.5% | -10.2% |
| 6M | -20.7% | -3.2% | -17.4% | -19.9% |
| YTD | -17.4% | +18.6% | -36.1% | -22.4% |
| 1Y | -38.2% | +4.8% | -43.1% | -39.5% |
| 3Y | -24.9% | +6.1% | -31.0% | -27.6% |
| 5Y | -11.4% | +24.0% | -35.4% | -19.8% |
| 10Y | +110.0% | +124.5% | -14.4% | +51.5% |
| All | +10,331.5% | +10,220.8% | +110.7% | +2,961.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling