+272.1%
ELV vs LEN
+108.0%
+164.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.4% | +6.9% | +5.8% |
| 7D | +2.8% | -4.8% | +7.5% | +3.9% |
| 30D | +4.9% | -6.6% | +11.5% | +6.5% |
| 3M | +4.9% | -15.7% | +20.6% | +8.6% |
| 6M | +45.1% | -16.6% | +61.7% | +49.9% |
| YTD | +20.7% | -21.3% | +42.0% | +26.1% |
| 1Y | +35.0% | -42.0% | +77.1% | +51.9% |
| 3Y | -2.4% | -27.9% | +25.5% | +0.6% |
| 5Y | +25.5% | -10.7% | +36.2% | +17.8% |
| All | +272.1% | +108.0% | +164.1% | +144.4% |
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