+36.2%
EMB vs LEN
+136.9%
-100.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | -0.9% | -5.8% | +4.9% | -0.1% |
| 30D | +0.4% | +13.7% | -13.4% | -1.6% |
| 3M | -3.1% | -3.9% | +0.7% | -2.9% |
| 6M | -2.1% | -0.4% | -1.7% | -2.6% |
| YTD | -1.1% | -16.8% | +15.8% | +0.5% |
| 1Y | -0.1% | -29.5% | +29.4% | +3.7% |
| 3Y | +29.6% | -25.6% | +55.2% | +31.4% |
| 5Y | +7.2% | -13.2% | +20.4% | +4.4% |
| All | +36.2% | +136.9% | -100.8% | +13.8% |
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 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