+67.3%
ED vs LEN
-12.1%
+79.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.8% | +4.8% | +1.3% |
| 7D | +0.5% | -2.9% | +3.4% | +0.8% |
| 30D | +1.1% | -8.9% | +9.9% | +2.0% |
| 3M | +4.6% | -10.9% | +15.5% | +5.7% |
| 6M | -2.0% | -19.7% | +17.7% | 0.0% |
| YTD | +11.7% | -20.6% | +32.3% | +13.8% |
| 1Y | +15.7% | -42.4% | +58.2% | +22.3% |
| 3Y | +34.4% | -26.5% | +60.9% | +35.6% |
| 5Y | +67.3% | -10.9% | +78.3% | +59.0% |
| All | +67.3% | -12.1% | +79.4% | +59.0% |
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