-29.5%
LEN vs TROW
+12.7%
-42.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.4% | -3.4% |
| 7D | -7.8% | -3.0% | -4.8% | -6.3% |
| 30D | -11.0% | -5.5% | -5.6% | -8.3% |
| 3M | -12.8% | +2.3% | -15.0% | -14.1% |
| 6M | -20.2% | +23.9% | -44.1% | -29.0% |
| YTD | -23.0% | +7.9% | -30.9% | -26.9% |
| 1Y | -41.8% | +6.1% | -47.9% | -44.5% |
| All | -29.5% | +12.7% | -42.1% | -37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling