+3.3%
EMB vs LEN
-42.7%
+46.0%
-4.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.5% |
| 7D | -1.1% | -7.8% | +6.7% | -0.5% |
| 30D | -1.1% | -11.0% | +10.0% | -0.2% |
| 3M | -0.8% | -12.8% | +12.0% | +0.1% |
| 6M | -0.1% | -20.2% | +20.1% | +1.1% |
| YTD | +0.4% | -23.0% | +23.5% | +1.7% |
| 1Y | +3.3% | -41.8% | +45.1% | +5.7% |
| All | +3.3% | -42.7% | +46.0% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling