+65.2%
PR vs LEN
+148.4%
-83.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.1% | +5.0% | +2.7% |
| 7D | -16.4% | +2.1% | -18.5% | -17.2% |
| 30D | -1.9% | +16.6% | -18.5% | -6.5% |
| 3M | +8.0% | +5.3% | +2.7% | +5.2% |
| 6M | +4.1% | -0.8% | +4.9% | +2.1% |
| YTD | +58.7% | -11.7% | +70.4% | +59.4% |
| 1Y | +75.8% | -24.6% | +100.4% | +84.9% |
| 3Y | +73.2% | -18.7% | +91.8% | +71.8% |
| 5Y | +230.1% | -4.4% | +234.6% | +200.0% |
| All | +65.2% | +148.4% | -83.2% | +53.1% |
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