+89.1%
ELF vs LEN
+1.3%
+87.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.1% | +8.8% | +6.5% |
| 7D | +4.0% | +2.1% | +1.9% | +3.1% |
| 30D | +10.6% | +16.6% | -6.0% | +5.0% |
| 3M | +25.8% | +5.3% | +20.5% | +23.4% |
| 6M | +89.1% | -0.8% | +89.8% | +84.8% |
| All | +89.1% | +1.3% | +87.8% | +84.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling