+164.0%
PAYX vs LEN
+108.0%
+56.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.6% | 0.0% |
| 7D | -4.9% | -4.8% | -0.1% | -3.6% |
| 30D | -3.8% | -6.6% | +2.8% | -2.1% |
| 3M | +17.9% | -15.7% | +33.5% | +22.8% |
| 6M | +26.1% | -16.6% | +42.7% | +30.9% |
| YTD | +6.7% | -21.3% | +28.1% | +11.9% |
| 1Y | -10.7% | -42.0% | +31.3% | +1.7% |
| 3Y | +7.0% | -27.9% | +34.9% | +10.2% |
| 5Y | +22.6% | -10.7% | +33.3% | +15.0% |
| All | +164.0% | +108.0% | +56.0% | +79.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling