+28.1%
ECL vs LEN
-12.1%
+40.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.4% | +0.8% |
| 7D | -0.8% | -2.9% | +2.1% | +0.1% |
| 30D | -2.5% | -8.9% | +6.4% | +0.4% |
| 3M | +8.3% | -10.9% | +19.2% | +12.0% |
| 6M | -1.1% | -19.7% | +18.6% | +5.4% |
| YTD | +6.5% | -20.6% | +27.1% | +13.4% |
| 1Y | +2.1% | -42.4% | +44.5% | +19.9% |
| 3Y | +57.6% | -26.5% | +84.2% | +60.3% |
| 5Y | +28.1% | -10.9% | +39.0% | +11.5% |
| All | +28.1% | -12.1% | +40.1% | +11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling