+36.9%
EMB vs LEN
+142.4%
-105.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | -0.4% | -6.4% | +6.0% | +0.4% |
| 30D | +1.5% | +15.6% | -14.1% | -0.6% |
| 3M | -1.6% | -0.8% | -0.8% | -1.8% |
| 6M | -1.5% | +0.4% | -1.9% | -2.1% |
| YTD | -0.1% | -14.1% | +14.1% | +1.1% |
| 1Y | +0.5% | -29.6% | +30.2% | +4.4% |
| 3Y | +30.2% | -23.1% | +53.4% | +31.5% |
| 5Y | +8.6% | -8.9% | +17.5% | +5.0% |
| 10Y | +36.9% | +146.2% | -109.4% | +14.2% |
| All | +36.9% | +142.4% | -105.5% | +14.2% |
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 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