+10,331.5%
LEN vs PHM
+11,456.8%
-1,125.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -3.2% | -3.2% | 0.0% | -0.9% |
| 30D | -4.9% | -6.4% | +1.5% | -0.1% |
| 3M | -8.5% | +5.5% | -14.0% | -11.9% |
| 6M | -20.7% | -5.4% | -15.2% | -17.2% |
| YTD | -17.4% | +6.6% | -24.0% | -20.8% |
| 1Y | -38.2% | -8.8% | -29.4% | -33.5% |
| 3Y | -24.9% | +54.1% | -79.0% | -44.2% |
| 5Y | -11.4% | +144.5% | -155.9% | -52.7% |
| 10Y | +110.0% | +569.4% | -459.4% | -42.8% |
| All | +10,331.5% | +11,456.8% | -1,125.2% | +1,114.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling