+196.6%
PH vs LEN
-5.5%
+202.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.1% | +6.0% | +3.9% |
| 7D | +2.0% | +2.1% | -0.1% | +1.0% |
| 30D | -3.7% | +16.6% | -20.2% | -9.4% |
| 3M | -14.0% | +5.3% | -19.3% | -16.6% |
| 6M | +2.1% | -0.8% | +2.9% | +0.7% |
| YTD | +5.1% | -11.7% | +16.8% | +7.4% |
| 1Y | +10.9% | -24.6% | +35.5% | +19.9% |
| 3Y | +132.9% | -18.7% | +151.6% | +131.4% |
| All | +196.6% | -5.5% | +202.1% | +159.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling