+403.1%
PL vs LEN
-15.5%
+418.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.7% | -9.5% | -9.9% |
| 7D | -20.5% | +7.2% | -27.7% | -22.6% |
| 30D | -38.8% | +19.1% | -57.9% | -42.7% |
| 3M | -49.1% | +4.9% | -54.0% | -50.4% |
| 6M | -69.4% | +7.6% | -77.0% | -70.4% |
| YTD | -42.3% | -8.9% | -33.4% | -42.2% |
| 1Y | -14.2% | -22.7% | +8.5% | -8.2% |
| All | +403.1% | -15.5% | +418.6% | +288.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling