-22.5%
LEN vs TROW
+17.3%
-39.8%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +6.0% | +1.1% | +4.2% |
| 7D | +10.5% | +8.2% | +2.2% | +6.5% |
| 30D | +24.6% | +8.3% | +16.3% | +20.0% |
| 3M | +6.6% | -1.6% | +8.2% | +6.7% |
| 6M | +10.6% | +11.9% | -1.2% | +5.5% |
| YTD | -8.3% | +14.3% | -22.6% | -16.3% |
| 1Y | -22.5% | +17.0% | -39.5% | -31.7% |
| All | -22.5% | +17.3% | -39.8% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 1y: compounded portfolio wealth divided by compounded TROW 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…
1y analysis · Full analysis span regression · 6 months rolling