-24.4%
ELF vs LEN
-42.1%
+17.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.8% | -1.0% | -3.7% |
| 7D | -1.2% | -2.9% | +1.7% | -0.2% |
| 30D | +5.9% | -8.9% | +14.8% | +8.9% |
| 3M | +99.5% | -10.9% | +110.4% | +105.4% |
| 6M | +26.5% | -19.7% | +46.2% | +34.2% |
| YTD | +37.2% | -20.6% | +57.8% | +45.1% |
| 1Y | -24.4% | -42.4% | +18.0% | -16.3% |
| All | -24.4% | -42.1% | +17.6% | -16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling