+64.8%
PR vs LEN
+166.0%
-101.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.2% | -4.3% | -1.9% |
| 7D | -12.4% | +0.6% | -13.0% | -12.7% |
| 30D | -6.6% | +19.4% | -26.0% | -11.5% |
| 3M | +7.5% | +4.5% | +3.0% | +5.0% |
| 6M | +10.8% | +4.9% | +5.9% | +6.9% |
| YTD | +57.0% | -8.9% | +65.9% | +56.3% |
| 1Y | +67.9% | -23.0% | +90.9% | +75.7% |
| 3Y | +87.6% | -16.7% | +104.3% | +85.0% |
| 5Y | +220.4% | -4.5% | +224.8% | +191.9% |
| 10Y | +64.8% | +162.2% | -97.3% | +57.4% |
| All | +64.8% | +166.0% | -101.2% | +57.4% |
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 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