+104.3%
PBR vs LEN
-28.8%
+133.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.5% | +5.7% | +2.2% |
| 7D | +4.2% | -7.8% | +12.0% | +4.4% |
| 30D | +22.7% | -11.0% | +33.8% | +23.0% |
| 3M | +21.5% | -12.8% | +34.3% | +21.9% |
| 6M | +24.0% | -20.2% | +44.2% | +25.2% |
| YTD | +88.2% | -23.0% | +111.3% | +90.0% |
| 1Y | +74.8% | -41.8% | +116.6% | +81.6% |
| All | +104.3% | -28.8% | +133.1% | +100.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling