+293.6%
ELF vs LEN
+113.9%
+179.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.8% | -1.0% | -3.2% |
| 7D | -1.2% | -2.9% | +1.7% | +0.1% |
| 30D | +5.9% | -8.9% | +14.8% | +10.2% |
| 3M | +99.5% | -10.9% | +110.4% | +108.4% |
| 6M | +26.5% | -19.7% | +46.2% | +37.7% |
| YTD | +37.2% | -20.6% | +57.8% | +49.1% |
| 1Y | -24.4% | -42.4% | +18.0% | -6.1% |
| 3Y | -23.3% | -26.5% | +3.2% | -15.9% |
| 5Y | +245.2% | -10.9% | +256.1% | +241.4% |
| All | +293.6% | +113.9% | +179.7% | +154.1% |
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