-13.3%
LEN vs PHM
+160.8%
-174.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -1.3% |
| 7D | -8.7% | -6.1% | -2.6% | -3.2% |
| 30D | +11.6% | +13.7% | -2.2% | -0.4% |
| 3M | -1.3% | -1.5% | +0.3% | +0.6% |
| 6M | -1.4% | +11.3% | -12.7% | -10.1% |
| YTD | -16.9% | +8.9% | -25.8% | -22.7% |
| 1Y | -31.2% | +6.1% | -37.3% | -34.3% |
| 3Y | -25.6% | +57.7% | -83.3% | -50.2% |
| 5Y | -13.3% | +159.0% | -172.2% | -63.4% |
| All | -13.3% | +160.8% | -174.1% | -63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling