+19.3%
ECL vs LEN
-30.4%
+49.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +2.9% | -5.8% | +8.6% | +4.5% |
| 30D | +7.5% | +13.7% | -6.2% | +3.6% |
| 3M | +12.2% | -3.9% | +16.1% | +13.2% |
| 6M | +24.6% | -0.4% | +24.9% | +23.9% |
| YTD | +18.8% | -16.8% | +35.6% | +23.3% |
| 1Y | +19.3% | -29.5% | +48.8% | +27.2% |
| All | +19.3% | -30.4% | +49.7% | +27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling