+30.4%
EMB vs LEN
-25.9%
+56.3%
-5.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.7% | +0.3% |
| 7D | +0.3% | -2.9% | +3.2% | +0.6% |
| 30D | -0.5% | -8.9% | +8.4% | +0.5% |
| 3M | +0.3% | -10.9% | +11.2% | +1.4% |
| 6M | +1.2% | -19.7% | +20.8% | +3.2% |
| YTD | +1.5% | -20.6% | +22.1% | +3.4% |
| 1Y | +4.8% | -42.4% | +47.2% | +10.7% |
| 3Y | +30.4% | -26.5% | +56.9% | +26.2% |
| All | +30.4% | -25.9% | +56.3% | +26.2% |
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 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