+4,298.5%
EMR vs LEN
+10,996.9%
-6,698.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.4% | +4.2% | +0.1% |
| 7D | +0.7% | +0.7% | 0.0% | +0.5% |
| 30D | +3.5% | +13.0% | -9.5% | +0.3% |
| 3M | +5.9% | +1.9% | +4.0% | +4.8% |
| 6M | +19.4% | -0.7% | +20.2% | +18.7% |
| YTD | +27.7% | -13.8% | +41.5% | +30.9% |
| 1Y | +30.9% | -28.1% | +59.0% | +39.7% |
| 3Y | +104.2% | -22.8% | +127.0% | +111.0% |
| 5Y | +89.6% | -7.4% | +97.0% | +84.4% |
| 10Y | +280.0% | +143.7% | +136.3% | +184.6% |
| All | +4,298.5% | +10,996.9% | -6,698.4% | +1,344.6% |
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