+32.0%
EMR vs LEN
-30.4%
+62.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +2.8% | -5.8% | +8.6% | +4.8% |
| 30D | +3.7% | +13.7% | -10.0% | -1.4% |
| 3M | +2.0% | -3.9% | +5.9% | +3.2% |
| 6M | +22.1% | -0.4% | +22.5% | +21.1% |
| YTD | +27.2% | -16.8% | +44.1% | +32.7% |
| 1Y | +32.0% | -29.5% | +61.5% | +43.2% |
| All | +32.0% | -30.4% | +62.4% | +43.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling