+2,164.3%
PPL vs LEN
+11,628.2%
-9,464.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.4% | +0.9% |
| 7D | +1.0% | +7.2% | -6.1% | +0.1% |
| 30D | +6.8% | +19.1% | -12.3% | +4.5% |
| 3M | +3.9% | +4.9% | -1.0% | +3.0% |
| 6M | -2.0% | +7.6% | -9.6% | -3.3% |
| YTD | +5.3% | -8.9% | +14.2% | +5.6% |
| 1Y | +2.2% | -22.7% | +24.9% | +4.4% |
| 3Y | +56.7% | -16.8% | +73.6% | +56.9% |
| 5Y | +49.1% | -1.4% | +50.4% | +44.4% |
| 10Y | +63.6% | +160.3% | -96.6% | +37.4% |
| All | +2,164.3% | +11,628.2% | -9,464.0% | +1,190.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling