+147.8%
PR vs LEN
+123.9%
+23.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.2% | -4.7% |
| 7D | -16.5% | +7.2% | -23.7% | -18.3% |
| 30D | -4.5% | +19.1% | -23.6% | -9.4% |
| 3M | +8.5% | +4.9% | +3.6% | +6.0% |
| 6M | -3.3% | +7.6% | -10.9% | -7.3% |
| YTD | +55.7% | -8.9% | +64.6% | +55.2% |
| 1Y | +82.0% | -22.7% | +104.8% | +90.1% |
| 3Y | +62.5% | -16.8% | +79.3% | +60.6% |
| 5Y | +223.9% | -1.4% | +225.3% | +193.2% |
| 10Y | +64.2% | +160.3% | -96.1% | +38.8% |
| All | +147.8% | +123.9% | +23.9% | +106.5% |
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