+361.6%
PSX vs LEN
+136.9%
+224.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.7% |
| 7D | +7.8% | -5.8% | +13.6% | +9.6% |
| 30D | -10.9% | +13.7% | -24.6% | -14.8% |
| 3M | +14.5% | -3.9% | +18.4% | +14.4% |
| 6M | +56.1% | -0.4% | +56.5% | +52.5% |
| YTD | +109.6% | -16.8% | +126.4% | +114.5% |
| 1Y | +95.5% | -29.5% | +125.0% | +110.9% |
| 3Y | +156.2% | -25.6% | +181.8% | +162.8% |
| 5Y | +310.0% | -13.2% | +323.2% | +282.1% |
| All | +361.6% | +136.9% | +224.7% | +161.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling