+23.6%
PAYX vs LEN
-11.2%
+34.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.6% | 0.0% |
| 7D | -4.9% | -4.8% | -0.1% | -3.8% |
| 30D | -3.8% | -6.6% | +2.8% | -2.3% |
| 3M | +17.9% | -15.7% | +33.5% | +22.1% |
| 6M | +26.1% | -16.6% | +42.7% | +30.3% |
| YTD | +6.7% | -21.3% | +28.1% | +11.2% |
| 1Y | -10.7% | -42.0% | +31.3% | +0.7% |
| 3Y | +7.0% | -27.9% | +34.9% | +7.4% |
| All | +23.6% | -11.2% | +34.7% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling