+39.5%
PL vs LEN
-7.8%
+47.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.7% |
| 7D | +10.0% | -5.8% | +15.8% | +12.7% |
| 30D | -2.3% | +13.7% | -16.0% | -8.4% |
| 3M | -44.2% | -3.9% | -40.3% | -44.2% |
| 6M | -66.1% | -0.4% | -65.7% | -66.8% |
| YTD | -30.0% | -16.8% | -13.1% | -27.3% |
| 1Y | +21.0% | -29.5% | +50.5% | +34.4% |
| 3Y | +516.5% | -25.6% | +542.1% | +550.9% |
| 5Y | +32.0% | -13.2% | +45.3% | +16.0% |
| All | +39.5% | -7.8% | +47.3% | +21.9% |
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