+44.0%
PAAS vs LEN
-42.1%
+86.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.2% | +0.1% |
| 7D | +2.0% | -2.9% | +4.9% | +2.6% |
| 30D | -0.1% | -8.9% | +8.8% | +1.6% |
| 3M | +8.2% | -10.9% | +19.1% | +10.4% |
| 6M | -13.8% | -19.7% | +5.9% | -12.4% |
| YTD | -0.6% | -20.6% | +19.9% | +1.6% |
| 1Y | +44.0% | -42.4% | +86.4% | +39.4% |
| All | +44.0% | -42.1% | +86.1% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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