+2,385.0%
ELV vs LEN
+593.1%
+1,791.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.8% | +2.5% | -0.6% |
| 7D | -0.3% | -2.9% | +2.6% | +0.3% |
| 30D | +2.0% | -8.9% | +10.8% | +3.6% |
| 3M | -3.5% | -10.9% | +7.4% | -1.9% |
| 6M | +40.2% | -19.7% | +59.9% | +44.9% |
| YTD | +15.8% | -20.6% | +36.4% | +19.7% |
| 1Y | +33.2% | -42.4% | +75.6% | +45.8% |
| 3Y | -6.2% | -26.5% | +20.3% | -3.8% |
| 5Y | +16.4% | -10.9% | +27.4% | +12.8% |
| 10Y | +259.8% | +100.6% | +159.1% | +184.4% |
| All | +2,385.0% | +593.1% | +1,791.9% | +1,356.2% |
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