+12.5%
ELAN vs LEN
-21.9%
+34.4%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.1% | -4.1% | +0.3% |
| 7D | +11.7% | +10.5% | +1.3% | +7.3% |
| 30D | +12.4% | +24.6% | -12.2% | +2.4% |
| 3M | -1.1% | +6.6% | -7.8% | -3.9% |
| 6M | +12.4% | +10.6% | +1.8% | +7.9% |
| YTD | +11.8% | -8.3% | +20.2% | +11.4% |
| 1Y | +12.5% | -22.5% | +35.0% | +18.3% |
| All | +12.5% | -21.9% | +34.4% | +18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling