+126.7%
EMB vs LEN
+558.1%
-431.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.4% | +4.8% | -0.2% |
| 7D | +0.5% | +0.7% | -0.2% | +0.4% |
| 30D | +0.9% | +13.0% | -12.1% | -0.1% |
| 3M | -2.1% | +1.9% | -4.0% | -2.4% |
| 6M | -2.2% | -0.7% | -1.5% | -2.4% |
| YTD | -0.6% | -13.8% | +13.2% | 0.0% |
| 1Y | +0.2% | -28.1% | +28.3% | +2.0% |
| 3Y | +29.5% | -22.8% | +52.4% | +30.4% |
| 5Y | +8.0% | -7.4% | +15.3% | +6.6% |
| 10Y | +35.3% | +143.7% | -108.3% | +24.1% |
| All | +126.7% | +558.1% | -431.4% | +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