+169.5%
PR vs LEN
+103.0%
+66.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +34.6% |
| YTD | +69.3% | -17.4% | +86.7% | +74.7% |
| 1Y | +69.5% | -38.2% | +107.7% | +90.0% |
| 3Y | +81.7% | -24.9% | +106.6% | +85.5% |
| 5Y | +422.2% | -11.4% | +433.7% | +390.5% |
| 10Y | +110.4% | +110.0% | +0.3% | +81.9% |
| All | +169.5% | +103.0% | +66.5% | +132.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling