+35,064.1%
PAYX vs LEN
+10,174.6%
+24,889.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.3% | -2.0% |
| 7D | -7.5% | -3.4% | -4.1% | -6.8% |
| 30D | -5.3% | -5.7% | +0.3% | -4.2% |
| 3M | +15.6% | -12.2% | +27.8% | +18.3% |
| 6M | +19.5% | -18.3% | +37.7% | +23.6% |
| YTD | +5.8% | -20.2% | +26.0% | +9.5% |
| 1Y | -10.9% | -40.1% | +29.2% | -2.3% |
| 3Y | +5.4% | -26.2% | +31.6% | +8.4% |
| 5Y | +20.4% | -9.8% | +30.2% | +17.0% |
| 10Y | +164.1% | +109.1% | +54.9% | +105.5% |
| All | +35,064.1% | +10,174.6% | +24,889.5% | +10,070.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling