+82.2%
PR vs LEN
+136.8%
-54.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.2% | +5.2% | +2.8% |
| 7D | +6.7% | -8.7% | +15.4% | +9.1% |
| 30D | -6.1% | +11.6% | -17.7% | -9.6% |
| 3M | +6.9% | -1.3% | +8.1% | +5.8% |
| 6M | +14.6% | -1.4% | +16.0% | +12.2% |
| YTD | +66.1% | -16.9% | +83.0% | +69.3% |
| 1Y | +77.0% | -31.2% | +108.2% | +90.7% |
| 3Y | +93.8% | -25.6% | +119.4% | +97.0% |
| 5Y | +268.2% | -13.3% | +281.5% | +243.9% |
| All | +82.2% | +136.8% | -54.6% | +72.1% |
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