+96.7%
ELAN vs LEN
-27.3%
+124.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +0.4% |
| 7D | -5.4% | -4.8% | -0.7% | -3.3% |
| 30D | +4.7% | -6.6% | +11.3% | +8.0% |
| 3M | -3.7% | -15.7% | +12.0% | +3.6% |
| 6M | -1.2% | -16.6% | +15.4% | +6.7% |
| YTD | +2.4% | -21.3% | +23.7% | +12.1% |
| 1Y | +23.4% | -42.0% | +65.4% | +54.1% |
| 3Y | +96.7% | -27.9% | +124.6% | +81.8% |
| All | +96.7% | -27.3% | +124.0% | +81.8% |
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