+132.4%
LEN vs PHM
+670.5%
-538.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -5.8% | -4.1% | -1.6% | -2.0% |
| 30D | +13.7% | +16.1% | -2.4% | -0.4% |
| 3M | -3.9% | -2.5% | -1.4% | -1.1% |
| 6M | -0.4% | +12.9% | -13.3% | -10.3% |
| YTD | -16.8% | +9.0% | -25.9% | -22.8% |
| 1Y | -29.5% | +8.2% | -37.7% | -33.9% |
| 3Y | -25.6% | +58.4% | -84.0% | -50.9% |
| 5Y | -13.2% | +159.2% | -172.4% | -64.1% |
| All | +132.4% | +670.5% | -538.2% | -62.7% |
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