+1,344.7%
EME vs LEN
+108.0%
+1,236.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.2% | +2.1% | +3.6% |
| 7D | +3.5% | -4.8% | +8.3% | +5.0% |
| 30D | -6.3% | -6.6% | +0.2% | -4.5% |
| 3M | -3.8% | -15.7% | +11.9% | +0.8% |
| 6M | +8.5% | -16.6% | +25.1% | +13.8% |
| YTD | +27.8% | -21.3% | +49.2% | +35.7% |
| 1Y | +22.2% | -42.0% | +64.3% | +41.9% |
| 3Y | +253.5% | -27.9% | +281.4% | +267.3% |
| 5Y | +578.6% | -10.7% | +589.3% | +536.0% |
| All | +1,344.7% | +108.0% | +1,236.7% | +863.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling