+144.6%
LEN vs PAYC
+1,158.0%
-1,013.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.4% | +1.6% | -2.5% |
| 7D | -2.9% | -7.9% | +5.0% | -0.9% |
| 30D | -8.9% | +2.1% | -11.0% | -9.4% |
| 3M | -10.9% | +61.8% | -72.7% | -22.2% |
| 6M | -19.7% | +59.9% | -79.6% | -30.4% |
| YTD | -20.6% | +38.5% | -59.1% | -28.9% |
| 1Y | -42.4% | -1.4% | -41.1% | -43.7% |
| 3Y | -26.5% | -21.0% | -5.5% | -28.1% |
| 5Y | -10.9% | -52.9% | +42.0% | -2.4% |
| 10Y | +100.6% | +332.8% | -232.2% | +43.3% |
| All | +144.6% | +1,158.0% | -1,013.4% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 PAYC 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