+131.7%
EMB vs LEN
+530.6%
-398.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.1% |
| 7D | 0.0% | -3.2% | +3.2% | +0.2% |
| 30D | -0.3% | -4.9% | +4.6% | 0.0% |
| 3M | -0.4% | -8.5% | +8.1% | +0.1% |
| 6M | +0.1% | -20.7% | +20.8% | +1.6% |
| YTD | +1.6% | -17.4% | +19.0% | +2.7% |
| 1Y | +5.6% | -38.2% | +43.9% | +8.8% |
| 3Y | +29.8% | -24.9% | +54.7% | +31.1% |
| 5Y | +7.3% | -11.4% | +18.7% | +6.3% |
| 10Y | +30.4% | +110.0% | -79.6% | +20.7% |
| All | +131.7% | +530.6% | -398.9% | +89.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling