+72.9%
PBR vs LEN
-21.9%
+94.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +7.1% | -14.1% | -5.6% |
| 7D | -11.0% | +10.5% | -21.5% | -9.1% |
| 30D | -18.8% | +24.6% | -43.4% | -15.0% |
| 3M | +7.8% | +6.6% | +1.2% | +10.5% |
| 6M | -7.6% | +10.6% | -18.2% | -4.9% |
| YTD | +72.7% | -8.3% | +81.0% | +76.0% |
| 1Y | +72.9% | -22.5% | +95.5% | +80.0% |
| All | +72.9% | -21.9% | +94.8% | +80.0% |
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 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