+7.3%
EMB vs LEN
-12.1%
+19.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.7% | +0.4% |
| 7D | +0.3% | -2.9% | +3.2% | +0.7% |
| 30D | -0.5% | -8.9% | +8.4% | +0.8% |
| 3M | +0.3% | -10.9% | +11.2% | +1.7% |
| 6M | +1.2% | -19.7% | +20.8% | +4.0% |
| YTD | +1.5% | -20.6% | +22.1% | +4.2% |
| 1Y | +4.8% | -42.4% | +47.2% | +12.8% |
| 3Y | +30.4% | -26.5% | +56.9% | +31.4% |
| 5Y | +7.3% | -10.9% | +18.2% | -0.1% |
| All | +7.3% | -12.1% | +19.3% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling