+62.1%
EMR vs LEN
-25.9%
+88.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.4% | +0.8% |
| 7D | +3.1% | -2.9% | +5.9% | +4.0% |
| 30D | -3.5% | -8.9% | +5.3% | -0.6% |
| 3M | +9.8% | -10.9% | +20.7% | +13.7% |
| 6M | +10.8% | -19.7% | +30.4% | +18.1% |
| YTD | +15.9% | -20.6% | +36.5% | +23.5% |
| 1Y | +16.4% | -42.4% | +58.9% | +35.8% |
| 3Y | +62.1% | -26.5% | +88.6% | +65.4% |
| All | +62.1% | -25.9% | +88.0% | +65.4% |
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