+364.2%
ELF vs LEN
+166.0%
+198.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.2% | -0.4% | +1.4% |
| 7D | +7.8% | +0.6% | +7.2% | +7.3% |
| 30D | +9.3% | +19.4% | -10.2% | +0.7% |
| 3M | +21.2% | +4.5% | +16.6% | +17.8% |
| 6M | +96.1% | +4.9% | +91.2% | +88.9% |
| YTD | +57.0% | -8.9% | +65.9% | +59.4% |
| 1Y | +61.9% | -23.0% | +84.8% | +76.2% |
| 3Y | +20.0% | -16.7% | +36.7% | +23.9% |
| 5Y | +284.8% | -4.5% | +289.2% | +265.0% |
| 10Y | +364.2% | +162.2% | +202.1% | +168.3% |
| All | +364.2% | +166.0% | +198.2% | +168.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling