+126.1%
EMB vs LEN
+534.7%
-408.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.6% |
| 7D | -0.7% | -8.7% | +8.1% | 0.0% |
| 30D | +0.5% | +11.6% | -11.0% | -0.4% |
| 3M | -2.5% | -1.3% | -1.2% | -2.5% |
| 6M | -2.0% | -1.4% | -0.6% | -2.2% |
| YTD | -0.9% | -16.9% | +16.0% | 0.0% |
| 1Y | -0.3% | -31.2% | +30.8% | +1.8% |
| 3Y | +29.2% | -25.6% | +54.8% | +30.4% |
| 5Y | +7.4% | -13.3% | +20.7% | +6.5% |
| 10Y | +35.8% | +138.4% | -102.6% | +24.8% |
| All | +126.1% | +534.7% | -408.6% | +84.9% |
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