+134.1%
PSX vs LEN
-25.9%
+160.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.8% | +5.4% | +2.2% |
| 7D | +2.8% | -2.9% | +5.7% | +3.3% |
| 30D | +27.8% | -8.9% | +36.6% | +29.6% |
| 3M | +42.0% | -10.9% | +52.9% | +44.2% |
| 6M | +58.1% | -19.7% | +77.8% | +64.2% |
| YTD | +105.0% | -20.6% | +125.6% | +112.3% |
| 1Y | +104.9% | -42.4% | +147.3% | +132.4% |
| 3Y | +134.1% | -26.5% | +160.6% | +136.1% |
| All | +134.1% | -25.9% | +160.0% | +136.1% |
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 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