+368.5%
PSX vs LEN
-10.6%
+379.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | +1.8% | -3.4% | +5.2% | +2.4% |
| 30D | +21.6% | -5.7% | +27.3% | +22.8% |
| 3M | +46.5% | -12.2% | +58.7% | +49.1% |
| 6M | +62.0% | -18.3% | +80.3% | +66.7% |
| YTD | +106.3% | -20.2% | +126.5% | +112.7% |
| 1Y | +103.0% | -40.1% | +143.0% | +122.7% |
| 3Y | +135.5% | -26.2% | +161.7% | +143.6% |
| 5Y | +368.5% | -9.8% | +378.3% | +351.4% |
| All | +368.5% | -10.6% | +379.1% | +351.4% |
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