+29.5%
EMB vs LEN
-21.7%
+51.2%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.4% | +4.8% | -0.1% |
| 7D | +0.5% | +0.7% | -0.2% | +0.4% |
| 30D | +0.9% | +13.0% | -12.1% | -0.4% |
| 3M | -2.1% | +1.9% | -4.0% | -2.5% |
| 6M | -2.2% | -0.7% | -1.5% | -2.5% |
| YTD | -0.6% | -13.8% | +13.2% | +0.2% |
| 1Y | +0.2% | -28.1% | +28.3% | +2.8% |
| 3Y | +29.5% | -22.8% | +52.4% | +24.9% |
| All | +29.5% | -21.7% | +51.2% | +24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling