+96.8%
ET vs LEN
-25.9%
+122.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.9% | +0.2% |
| 7D | +0.4% | -2.9% | +3.3% | +0.6% |
| 30D | +6.9% | -8.9% | +15.7% | +7.3% |
| 3M | +13.1% | -10.9% | +24.0% | +13.7% |
| 6M | +18.7% | -19.7% | +38.4% | +20.4% |
| YTD | +37.4% | -20.6% | +58.0% | +39.3% |
| 1Y | +34.8% | -42.4% | +77.2% | +41.0% |
| 3Y | +96.8% | -26.5% | +123.3% | +94.0% |
| All | +96.8% | -25.9% | +122.7% | +94.0% |
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 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