+245.3%
ET vs LEN
-10.6%
+255.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | +0.6% | -3.4% | +4.0% | +1.0% |
| 30D | +5.3% | -5.7% | +10.9% | +5.9% |
| 3M | +15.6% | -12.2% | +27.9% | +17.1% |
| 6M | +20.6% | -18.3% | +38.9% | +23.1% |
| YTD | +38.5% | -20.2% | +58.7% | +41.6% |
| 1Y | +35.7% | -40.1% | +75.8% | +44.3% |
| 3Y | +98.4% | -26.2% | +124.5% | +98.2% |
| 5Y | +245.3% | -9.8% | +255.1% | +204.0% |
| All | +245.3% | -10.6% | +255.9% | +204.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling