+338.3%
ELF vs LEN
+137.7%
+200.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.1% | +8.8% | +7.0% |
| 7D | +4.0% | +2.1% | +1.9% | +2.7% |
| 30D | +10.6% | +16.6% | -6.0% | +2.9% |
| 3M | +25.8% | +5.3% | +20.5% | +22.0% |
| 6M | +89.1% | -0.8% | +89.8% | +86.4% |
| YTD | +52.7% | -11.7% | +64.5% | +57.1% |
| 1Y | +51.7% | -24.6% | +76.3% | +66.6% |
| 3Y | +14.2% | -18.7% | +32.9% | +19.0% |
| 5Y | +270.7% | -4.4% | +275.1% | +251.9% |
| 10Y | +341.9% | +152.2% | +189.7% | +156.5% |
| All | +338.3% | +137.7% | +200.5% | +167.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling