+1,332.0%
ET vs LEN
+85.2%
+1,246.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +2.5% | -5.8% | +8.3% | +3.7% |
| 30D | -2.5% | +13.7% | -16.2% | -5.5% |
| 3M | -4.9% | -3.9% | -1.0% | -4.9% |
| 6M | -0.1% | -0.4% | +0.3% | -1.5% |
| YTD | +26.2% | -16.8% | +43.1% | +28.5% |
| 1Y | +25.2% | -29.5% | +54.6% | +31.6% |
| 3Y | +84.2% | -25.6% | +109.8% | +86.7% |
| 5Y | +216.1% | -13.2% | +229.3% | +201.7% |
| 10Y | +160.7% | +138.5% | +22.2% | +89.8% |
| All | +1,332.0% | +85.2% | +1,246.8% | +683.4% |
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 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