-19.5%
ELF vs LEN
-24.6%
+5.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.6% |
| 7D | +5.4% | -3.2% | +8.5% | +6.8% |
| 30D | +27.0% | -4.9% | +31.9% | +29.7% |
| 3M | +113.2% | -8.5% | +121.7% | +120.3% |
| 6M | +36.6% | -20.7% | +57.2% | +50.4% |
| YTD | +44.2% | -17.4% | +61.6% | +54.4% |
| 1Y | -18.0% | -38.2% | +20.3% | +0.8% |
| All | -19.5% | -24.6% | +5.1% | -17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling