+2,463.3%
ED vs LEN
+10,954.7%
-8,491.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -0.9% | -6.4% | +5.4% | -0.4% |
| 30D | +11.2% | +15.6% | -4.5% | +9.7% |
| 3M | +11.8% | -0.8% | +12.5% | +11.7% |
| 6M | +14.1% | +0.4% | +13.7% | +13.7% |
| YTD | +23.0% | -14.1% | +37.1% | +23.9% |
| 1Y | +23.7% | -29.6% | +53.3% | +26.6% |
| 3Y | +47.7% | -23.1% | +70.9% | +48.9% |
| 5Y | +82.6% | -8.9% | +91.5% | +79.6% |
| 10Y | +141.8% | +146.2% | -4.5% | +112.9% |
| All | +2,463.3% | +10,954.7% | -8,491.4% | +1,530.9% |
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