+62,321.4%
EME vs LEN
+3,714.1%
+58,607.3%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.8% | +6.4% | +3.7% |
| 7D | +5.2% | -2.9% | +8.0% | +6.0% |
| 30D | -5.4% | -8.9% | +3.5% | -2.9% |
| 3M | -6.1% | -10.9% | +4.8% | -3.4% |
| 6M | +9.7% | -19.7% | +29.3% | +16.2% |
| YTD | +26.6% | -20.6% | +47.2% | +33.9% |
| 1Y | +24.6% | -42.4% | +67.1% | +44.3% |
| 3Y | +249.6% | -26.5% | +276.1% | +264.4% |
| 5Y | +556.6% | -10.9% | +567.5% | +529.4% |
| 10Y | +1,286.6% | +100.6% | +1,186.0% | +861.8% |
| All | +62,321.4% | +3,714.1% | +58,607.3% | +18,486.6% |
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