+78.3%
PR vs LEN
-42.1%
+120.4%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.8% | +5.1% | +0.6% |
| 7D | -0.6% | -2.9% | +2.3% | -1.0% |
| 30D | +17.4% | -8.9% | +26.2% | +15.9% |
| 3M | +21.8% | -10.9% | +32.7% | +20.5% |
| 6M | +27.6% | -19.7% | +47.3% | +28.0% |
| YTD | +71.4% | -20.6% | +92.0% | +71.6% |
| 1Y | +78.3% | -42.4% | +120.7% | +82.6% |
| All | +78.3% | -42.1% | +120.4% | +82.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling