+9,979.6%
LEN vs TROW
+14,176.2%
-4,196.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.3% |
| 7D | -3.4% | -1.5% | -1.9% | -2.6% |
| 30D | -5.7% | -5.3% | -0.4% | -3.0% |
| 3M | -12.2% | +2.9% | -15.2% | -13.8% |
| 6M | -18.3% | +22.2% | -40.5% | -26.3% |
| YTD | -20.2% | +8.1% | -28.3% | -24.0% |
| 1Y | -40.1% | +5.8% | -45.9% | -42.4% |
| 3Y | -26.2% | +14.0% | -40.2% | -32.5% |
| 5Y | -9.8% | -38.3% | +28.4% | +9.8% |
| 10Y | +109.1% | +131.7% | -22.5% | +28.3% |
| All | +9,979.6% | +14,176.2% | -4,196.6% | +2,416.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling