+710.0%
PH vs LEN
+142.4%
+567.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +6.9% | -6.4% | +13.2% | +9.5% |
| 30D | +1.7% | +15.6% | -14.0% | -5.3% |
| 3M | -8.1% | -0.8% | -7.4% | -9.4% |
| 6M | +11.5% | +0.4% | +11.1% | +8.6% |
| YTD | +11.4% | -14.1% | +25.5% | +14.8% |
| 1Y | +14.1% | -29.6% | +43.7% | +27.3% |
| 3Y | +138.2% | -23.1% | +161.4% | +145.2% |
| 5Y | +216.0% | -8.9% | +224.9% | +191.2% |
| 10Y | +710.0% | +146.2% | +563.7% | +361.7% |
| All | +710.0% | +142.4% | +567.6% | +361.7% |
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