+104.2%
EMR vs LEN
-21.7%
+125.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.4% | +4.2% | +0.5% |
| 7D | +0.7% | +0.7% | 0.0% | +0.4% |
| 30D | +3.5% | +13.0% | -9.5% | -0.8% |
| 3M | +5.9% | +1.9% | +4.0% | +4.6% |
| 6M | +19.4% | -0.7% | +20.2% | +18.6% |
| YTD | +27.7% | -13.8% | +41.5% | +31.7% |
| 1Y | +30.9% | -28.1% | +59.0% | +41.9% |
| 3Y | +104.2% | -22.8% | +127.0% | +97.7% |
| All | +104.2% | -21.7% | +125.8% | +97.7% |
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