+12,781.7%
ECL vs LEN
+10,533.4%
+2,248.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | -2.6% | -3.2% | +0.6% | -2.0% |
| 30D | -2.2% | -4.9% | +2.7% | -1.3% |
| 3M | +10.1% | -8.5% | +18.6% | +11.8% |
| 6M | -5.7% | -20.7% | +14.9% | -1.7% |
| YTD | +7.0% | -17.4% | +24.4% | +10.4% |
| 1Y | +2.7% | -38.2% | +40.9% | +11.7% |
| 3Y | +57.7% | -24.9% | +82.6% | +62.7% |
| 5Y | +31.1% | -11.4% | +42.6% | +29.8% |
| 10Y | +150.9% | +110.0% | +40.8% | +103.6% |
| All | +12,781.7% | +10,533.4% | +2,248.2% | +6,285.7% |
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 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