+74.7%
PBR vs LEN
-41.0%
+115.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -0.6% |
| 7D | +5.4% | -4.8% | +10.1% | +4.8% |
| 30D | +22.9% | -6.6% | +29.4% | +22.0% |
| 3M | +19.6% | -15.7% | +35.3% | +18.7% |
| 6M | +16.5% | -16.6% | +33.1% | +16.2% |
| YTD | +86.7% | -21.3% | +108.0% | +84.8% |
| 1Y | +74.7% | -42.0% | +116.7% | +79.8% |
| All | +74.7% | -41.0% | +115.7% | +79.8% |
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