+140.8%
PH vs LEN
-25.9%
+166.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | +0.5% |
| 7D | +0.4% | -2.9% | +3.3% | +1.3% |
| 30D | -10.8% | -8.9% | -2.0% | -8.3% |
| 3M | +8.5% | -10.9% | +19.4% | +11.9% |
| 6M | +3.9% | -19.7% | +23.6% | +10.5% |
| YTD | +9.4% | -20.6% | +30.0% | +16.2% |
| 1Y | +26.8% | -42.4% | +69.2% | +49.1% |
| 3Y | +140.8% | -26.5% | +167.3% | +133.4% |
| All | +140.8% | -25.9% | +166.7% | +133.4% |
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