+84.5%
PR vs LEN
+136.9%
-52.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +6.0% | -5.8% | +11.8% | +7.5% |
| 30D | -4.2% | +13.7% | -17.9% | -8.2% |
| 3M | +10.0% | -3.9% | +13.8% | +9.8% |
| 6M | +15.6% | -0.4% | +16.0% | +12.9% |
| YTD | +68.2% | -16.8% | +85.0% | +71.3% |
| 1Y | +79.2% | -29.5% | +108.7% | +91.6% |
| 3Y | +94.9% | -25.6% | +120.5% | +98.1% |
| 5Y | +272.8% | -13.2% | +286.0% | +248.1% |
| All | +84.5% | +136.9% | -52.5% | +74.2% |
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