-10.4%
LEN vs TROW
-39.3%
+28.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.9% |
| 7D | -4.8% | -3.2% | -1.6% | -3.0% |
| 30D | -6.6% | -4.6% | -2.0% | -4.0% |
| 3M | -15.7% | -0.7% | -15.0% | -15.7% |
| 6M | -16.6% | +22.2% | -38.8% | -26.0% |
| YTD | -21.3% | +6.6% | -28.0% | -25.1% |
| 1Y | -42.0% | +5.8% | -47.9% | -44.8% |
| 3Y | -27.9% | +11.6% | -39.5% | -34.7% |
| All | -10.4% | -39.3% | +28.9% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling