+23,761.0%
PH vs LEN
+10,533.4%
+13,227.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | -3.1% | -3.2% | +0.1% | -2.2% |
| 30D | -3.2% | -4.9% | +1.6% | -2.1% |
| 3M | +10.6% | -8.5% | +19.1% | +12.8% |
| 6M | -2.1% | -20.7% | +18.5% | +3.6% |
| YTD | +10.2% | -17.4% | +27.6% | +15.0% |
| 1Y | +28.2% | -38.2% | +66.5% | +44.1% |
| 3Y | +134.9% | -24.9% | +159.8% | +146.1% |
| 5Y | +253.6% | -11.4% | +265.1% | +249.2% |
| 10Y | +804.7% | +110.0% | +694.7% | +585.2% |
| All | +23,761.0% | +10,533.4% | +13,227.6% | +7,504.7% |
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 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