+60.2%
PPL vs LEN
+148.4%
-88.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.6% | +0.1% |
| 7D | +0.4% | +2.1% | -1.6% | -0.1% |
| 30D | +5.4% | +16.6% | -11.1% | +2.0% |
| 3M | +4.3% | +5.3% | -1.0% | +2.7% |
| 6M | -1.3% | -0.8% | -0.6% | -2.0% |
| YTD | +4.7% | -11.7% | +16.4% | +5.9% |
| 1Y | +1.3% | -24.6% | +25.9% | +5.7% |
| 3Y | +57.2% | -18.7% | +75.9% | +56.8% |
| 5Y | +48.2% | -4.4% | +52.7% | +38.2% |
| All | +60.2% | +148.4% | -88.2% | +7.8% |
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 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