+662.0%
PBR vs LEN
+108.0%
+554.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.5% |
| 7D | +5.4% | -4.8% | +10.1% | +6.8% |
| 30D | +22.9% | -6.6% | +29.4% | +25.1% |
| 3M | +19.6% | -15.7% | +35.3% | +24.8% |
| 6M | +16.5% | -16.6% | +33.1% | +21.0% |
| YTD | +86.7% | -21.3% | +108.0% | +95.9% |
| 1Y | +74.7% | -42.0% | +116.7% | +102.4% |
| 3Y | +102.6% | -27.9% | +130.5% | +105.4% |
| 5Y | +566.6% | -10.7% | +577.3% | +484.7% |
| All | +662.0% | +108.0% | +554.0% | +385.7% |
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