+2,465.2%
ED vs LEN
+10,996.9%
-8,531.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.4% | +6.1% | +1.2% |
| 7D | +2.1% | +0.7% | +1.5% | +2.0% |
| 30D | +12.4% | +13.0% | -0.6% | +11.2% |
| 3M | +13.1% | +1.9% | +11.2% | +12.8% |
| 6M | +14.1% | -0.7% | +14.8% | +13.8% |
| YTD | +23.1% | -13.8% | +36.9% | +23.9% |
| 1Y | +25.4% | -28.1% | +53.5% | +28.2% |
| 3Y | +47.9% | -22.8% | +70.7% | +49.0% |
| 5Y | +81.9% | -7.4% | +89.2% | +78.6% |
| 10Y | +141.3% | +143.7% | -2.4% | +112.6% |
| All | +2,465.2% | +10,996.9% | -8,531.7% | +1,531.6% |
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