+110.7%
ED vs LEN
+103.7%
+6.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -0.2% | -3.4% | +3.2% | +0.2% |
| 30D | +1.9% | -5.7% | +7.6% | +2.6% |
| 3M | +1.9% | -12.2% | +14.1% | +3.2% |
| 6M | -2.3% | -18.3% | +16.0% | -0.3% |
| YTD | +10.9% | -20.2% | +31.1% | +13.2% |
| 1Y | +14.5% | -40.1% | +54.6% | +20.9% |
| 3Y | +33.4% | -26.2% | +59.6% | +35.3% |
| 5Y | +67.3% | -9.8% | +77.1% | +62.5% |
| 10Y | +110.7% | +109.1% | +1.5% | +74.4% |
| All | +110.7% | +103.7% | +6.9% | +74.4% |
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