+14,053.0%
ECL vs LEN
+10,996.9%
+3,056.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.1% | +0.8% |
| 7D | +0.4% | +0.7% | -0.2% | +0.3% |
| 30D | +8.6% | +13.0% | -4.4% | +5.9% |
| 3M | +7.9% | +1.9% | +6.0% | +7.1% |
| 6M | +21.0% | -0.7% | +21.7% | +20.5% |
| YTD | +17.5% | -13.8% | +31.3% | +19.9% |
| 1Y | +19.7% | -28.1% | +47.7% | +26.1% |
| 3Y | +77.4% | -22.8% | +100.3% | +81.6% |
| 5Y | +38.7% | -7.4% | +46.1% | +35.7% |
| 10Y | +193.5% | +143.7% | +49.8% | +131.4% |
| All | +14,053.0% | +10,996.9% | +3,056.1% | +6,833.5% |
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 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