+25.2%
ET vs LEN
-30.4%
+55.6%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +2.5% | -5.8% | +8.3% | +2.0% |
| 30D | -2.5% | +13.7% | -16.2% | -1.3% |
| 3M | -4.9% | -3.9% | -1.0% | -4.6% |
| 6M | -0.1% | -0.4% | +0.3% | +0.3% |
| YTD | +26.2% | -16.8% | +43.1% | +28.2% |
| 1Y | +25.2% | -29.5% | +54.6% | +26.0% |
| All | +25.2% | -30.4% | +55.6% | +26.0% |
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