+2,521.4%
PWR vs LEN
+108.0%
+2,413.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.2% | +3.0% | +4.4% |
| 7D | +4.2% | -4.8% | +9.0% | +5.8% |
| 30D | -4.0% | -6.6% | +2.5% | -2.1% |
| 3M | -4.8% | -15.7% | +10.9% | -0.1% |
| 6M | +14.6% | -16.6% | +31.3% | +20.3% |
| YTD | +54.2% | -21.3% | +75.6% | +63.7% |
| 1Y | +67.1% | -42.0% | +109.1% | +96.2% |
| 3Y | +218.5% | -27.9% | +246.4% | +231.9% |
| 5Y | +466.3% | -10.7% | +477.0% | +427.0% |
| All | +2,521.4% | +108.0% | +2,413.4% | +1,550.7% |
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