+44.1%
PL vs LEN
-4.4%
+48.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.4% | +4.7% | +1.4% |
| 7D | +5.6% | +0.7% | +5.0% | +5.0% |
| 30D | -16.9% | +13.0% | -29.9% | -21.8% |
| 3M | -38.2% | +1.9% | -40.1% | -39.7% |
| 6M | -63.4% | -0.7% | -62.7% | -64.1% |
| YTD | -27.6% | -13.8% | -13.8% | -26.0% |
| 1Y | +6.6% | -28.1% | +34.7% | +17.7% |
| 3Y | +557.6% | -22.8% | +580.4% | +584.5% |
| 5Y | +39.5% | -7.4% | +46.8% | +20.7% |
| All | +44.1% | -4.4% | +48.6% | +24.3% |
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