+1,112.1%
PSX vs LEN
+287.0%
+825.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | +4.5% | -3.2% | +7.7% | +5.5% |
| 30D | +26.6% | -4.9% | +31.5% | +28.3% |
| 3M | +39.3% | -8.5% | +47.8% | +41.7% |
| 6M | +56.8% | -20.7% | +77.5% | +65.5% |
| YTD | +101.8% | -17.4% | +119.2% | +109.3% |
| 1Y | +99.6% | -38.2% | +137.9% | +126.4% |
| 3Y | +140.3% | -24.9% | +165.2% | +148.3% |
| 5Y | +339.3% | -11.4% | +350.8% | +311.8% |
| 10Y | +369.9% | +110.0% | +259.8% | +189.2% |
| All | +1,112.1% | +287.0% | +825.1% | +559.6% |
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 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