+241.5%
EME vs LEN
-26.2%
+267.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.5% |
| 7D | +2.7% | -3.4% | +6.1% | +3.3% |
| 30D | -6.8% | -5.7% | -1.1% | -5.9% |
| 3M | -8.8% | -12.2% | +3.4% | -6.9% |
| 6M | +5.0% | -18.3% | +23.3% | +8.3% |
| YTD | +23.5% | -20.2% | +43.7% | +27.4% |
| 1Y | +21.3% | -40.1% | +61.4% | +31.7% |
| All | +241.5% | -26.2% | +267.8% | +225.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling