+45.2%
PL vs LEN
+1.0%
+44.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +3.2% | +11.3% | +13.3% |
| 7D | +10.9% | +0.6% | +10.3% | +10.1% |
| 30D | -16.4% | +19.4% | -35.8% | -22.9% |
| 3M | -39.9% | +4.5% | -44.5% | -41.8% |
| 6M | -63.2% | +4.9% | -68.1% | -64.6% |
| YTD | -27.1% | -8.9% | -18.2% | -27.0% |
| 1Y | +12.2% | -23.0% | +35.1% | +20.6% |
| 3Y | +584.3% | -16.7% | +601.0% | +590.8% |
| 5Y | +37.0% | -4.5% | +41.4% | +16.3% |
| All | +45.2% | +1.0% | +44.1% | +22.6% |
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