+221.7%
PR vs LEN
-4.6%
+226.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.1% | +5.0% | +2.4% |
| 7D | -16.4% | +2.1% | -18.5% | -16.9% |
| 30D | -1.9% | +16.6% | -18.5% | -4.8% |
| 3M | +8.0% | +5.3% | +2.7% | +6.3% |
| 6M | +4.1% | -0.8% | +4.9% | +3.1% |
| YTD | +58.7% | -11.7% | +70.4% | +60.3% |
| 1Y | +75.8% | -24.6% | +100.4% | +84.8% |
| 3Y | +73.2% | -18.7% | +91.8% | +71.5% |
| All | +221.7% | -4.6% | +226.4% | +191.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling