-26.9%
LEN vs PHM
+50.2%
-77.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.4% |
| 7D | -3.4% | -3.9% | +0.5% | +0.2% |
| 30D | -5.7% | -8.6% | +2.9% | +2.4% |
| 3M | -12.2% | -2.9% | -9.3% | -9.9% |
| 6M | -18.3% | -5.7% | -12.6% | -14.1% |
| YTD | -20.2% | +1.9% | -22.1% | -21.7% |
| 1Y | -40.1% | -12.3% | -27.7% | -32.5% |
| All | -26.9% | +50.2% | -77.0% | -48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling