+67.9%
PPL vs LEN
+136.9%
-69.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -0.4% | -5.8% | +5.4% | +0.8% |
| 30D | +2.6% | +13.7% | -11.1% | -0.3% |
| 3M | +0.8% | -3.9% | +4.7% | +1.1% |
| 6M | +1.4% | -0.4% | +1.8% | +0.6% |
| YTD | +4.3% | -16.8% | +21.1% | +6.7% |
| 1Y | +0.8% | -29.5% | +30.2% | +6.6% |
| 3Y | +57.9% | -25.6% | +83.5% | +60.4% |
| 5Y | +48.3% | -13.2% | +61.5% | +41.2% |
| All | +67.9% | +136.9% | -69.1% | +13.9% |
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