+1,831.6%
PWR vs LEN
+136.9%
+1,694.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +11.3% | -5.8% | +17.1% | +13.4% |
| 30D | -8.9% | +13.7% | -22.6% | -13.7% |
| 3M | -10.5% | -3.9% | -6.6% | -10.9% |
| 6M | -22.2% | -0.4% | -21.8% | -24.1% |
| YTD | +42.7% | -16.8% | +59.6% | +46.4% |
| 1Y | +41.1% | -29.5% | +70.6% | +52.8% |
| 3Y | +242.7% | -25.6% | +268.3% | +249.0% |
| 5Y | +418.5% | -13.2% | +431.8% | +382.0% |
| All | +1,831.6% | +136.9% | +1,694.7% | +1,029.6% |
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 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