-30.4%
ELAN vs LEN
-11.2%
-19.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +0.3% |
| 7D | -5.4% | -4.8% | -0.7% | -3.2% |
| 30D | +4.7% | -6.6% | +11.3% | +8.1% |
| 3M | -3.7% | -15.7% | +12.0% | +3.8% |
| 6M | -1.2% | -16.6% | +15.4% | +7.1% |
| YTD | +2.4% | -21.3% | +23.7% | +12.9% |
| 1Y | +23.4% | -42.0% | +65.4% | +56.2% |
| 3Y | +96.7% | -27.9% | +124.6% | +112.6% |
| All | -30.4% | -11.2% | -19.2% | -36.0% |
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