+1,091.2%
PSX vs LEN
+303.8%
+787.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.4% | +4.5% | +0.7% |
| 7D | -7.8% | +0.7% | -8.5% | -8.2% |
| 30D | -9.9% | +13.0% | -22.9% | -13.7% |
| 3M | +16.9% | +1.9% | +15.0% | +14.9% |
| 6M | +48.0% | -0.7% | +48.7% | +44.9% |
| YTD | +98.3% | -13.8% | +112.2% | +100.8% |
| 1Y | +86.2% | -28.1% | +114.3% | +99.5% |
| 3Y | +144.0% | -22.8% | +166.8% | +148.1% |
| 5Y | +287.7% | -7.4% | +295.1% | +254.9% |
| 10Y | +338.3% | +143.7% | +194.6% | +155.0% |
| All | +1,091.2% | +303.8% | +787.4% | +532.9% |
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