+98.7%
LEN vs PHM
+557.7%
-459.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -1.6% |
| 7D | -7.8% | -6.4% | -1.4% | -2.1% |
| 30D | -11.0% | -12.1% | +1.1% | 0.0% |
| 3M | -12.8% | -1.5% | -11.2% | -11.5% |
| 6M | -20.2% | -6.0% | -14.2% | -15.8% |
| YTD | -23.0% | -0.3% | -22.7% | -22.9% |
| 1Y | -41.8% | -13.3% | -28.5% | -33.7% |
| 3Y | -28.8% | +47.6% | -76.4% | -50.2% |
| 5Y | -12.6% | +154.7% | -167.3% | -63.4% |
| All | +98.7% | +557.7% | -459.0% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 10y: compounded portfolio wealth divided by compounded PHM 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…
10y analysis · Full analysis span regression · 6 months rolling