+1,632.9%
PBR vs LEN
+780.0%
+852.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.8% | +7.4% | +4.7% |
| 7D | +2.5% | -2.9% | +5.3% | +3.3% |
| 30D | +19.4% | -8.9% | +28.2% | +22.5% |
| 3M | +20.8% | -10.9% | +31.7% | +23.7% |
| 6M | +23.5% | -19.7% | +43.1% | +29.7% |
| YTD | +83.4% | -20.6% | +104.0% | +92.0% |
| 1Y | +77.6% | -42.4% | +120.0% | +104.5% |
| 3Y | +99.9% | -26.5% | +126.4% | +104.6% |
| 5Y | +567.7% | -10.9% | +578.7% | +513.2% |
| 10Y | +621.5% | +100.6% | +520.9% | +383.2% |
| All | +1,632.9% | +780.0% | +852.9% | +498.8% |
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 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