+14.1%
PH vs LEN
-28.8%
+42.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +6.9% | -6.4% | +13.2% | +7.9% |
| 30D | +1.7% | +15.6% | -14.0% | -1.7% |
| 3M | -8.1% | -0.8% | -7.4% | -7.9% |
| 6M | +11.5% | +0.4% | +11.1% | +11.0% |
| YTD | +11.4% | -14.1% | +25.5% | +14.8% |
| 1Y | +14.1% | -29.6% | +43.7% | +23.5% |
| All | +14.1% | -28.8% | +42.9% | +23.5% |
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 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