+21.0%
PL vs LEN
-30.4%
+51.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.6% |
| 7D | +10.0% | -5.8% | +15.8% | +10.4% |
| 30D | -2.3% | +13.7% | -16.0% | -4.1% |
| 3M | -44.2% | -3.9% | -40.3% | -44.4% |
| 6M | -66.1% | -0.4% | -65.7% | -66.0% |
| YTD | -30.0% | -16.8% | -13.1% | -32.3% |
| 1Y | +21.0% | -29.5% | +50.5% | +16.8% |
| All | +21.0% | -30.4% | +51.4% | +16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling