+107.3%
PR vs LEN
+109.8%
-2.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.3% |
| 7D | +2.9% | -3.2% | +6.1% | +3.8% |
| 30D | +18.0% | -4.9% | +22.9% | +19.3% |
| 3M | +16.9% | -8.5% | +25.4% | +18.6% |
| 6M | +28.2% | -20.7% | +48.9% | +34.7% |
| YTD | +69.3% | -17.4% | +86.7% | +74.8% |
| 1Y | +69.5% | -38.2% | +107.7% | +90.4% |
| 3Y | +81.7% | -24.9% | +106.6% | +85.4% |
| 5Y | +422.2% | -11.4% | +433.7% | +389.5% |
| All | +107.3% | +109.8% | -2.5% | +82.5% |
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