+79.3%
PR vs LEN
-24.6%
+103.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | +2.9% | -3.2% | +6.1% | +3.2% |
| 30D | +18.0% | -4.9% | +22.9% | +18.5% |
| 3M | +16.9% | -8.5% | +25.4% | +17.7% |
| 6M | +28.2% | -20.7% | +48.9% | +32.8% |
| YTD | +69.3% | -17.4% | +86.7% | +72.9% |
| 1Y | +69.5% | -38.2% | +107.7% | +84.8% |
| All | +79.3% | -24.6% | +103.9% | +80.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling