+34.3%
ED vs LEN
-22.2%
+56.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.3% |
| 7D | -0.2% | -3.2% | +3.0% | 0.0% |
| 30D | -0.1% | -4.9% | +4.8% | +0.2% |
| 3M | +3.9% | -8.5% | +12.4% | +4.5% |
| 6M | -3.0% | -20.7% | +17.6% | -1.4% |
| YTD | +10.7% | -17.4% | +28.1% | +11.9% |
| 1Y | +13.3% | -38.2% | +51.6% | +17.8% |
| All | +34.3% | -22.2% | +56.4% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling