-36.5%
ELAN vs LEN
+73.0%
-109.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.5% | +0.6% | -1.6% |
| 7D | -6.4% | -7.8% | +1.4% | -3.5% |
| 30D | +0.6% | -11.0% | +11.6% | +5.1% |
| 3M | 0.0% | -12.8% | +12.7% | +4.8% |
| 6M | -3.4% | -20.2% | +16.8% | +4.8% |
| YTD | +1.0% | -23.0% | +24.0% | +10.4% |
| 1Y | +24.7% | -41.8% | +66.5% | +50.4% |
| 3Y | +97.2% | -28.8% | +126.0% | +116.5% |
| 5Y | -31.5% | -12.6% | -18.9% | -31.4% |
| All | -36.5% | +73.0% | -109.5% | -60.0% |
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 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