+1,458.7%
ET vs LEN
+84.0%
+1,374.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | +0.9% | -3.2% | +4.1% | +1.6% |
| 30D | +7.5% | -4.9% | +12.4% | +8.4% |
| 3M | +11.4% | -8.5% | +19.9% | +12.9% |
| 6M | +18.5% | -20.7% | +39.2% | +23.2% |
| YTD | +37.4% | -17.4% | +54.8% | +41.2% |
| 1Y | +30.9% | -38.2% | +69.2% | +42.6% |
| 3Y | +98.7% | -24.9% | +123.6% | +102.2% |
| 5Y | +230.7% | -11.4% | +242.2% | +216.5% |
| 10Y | +175.6% | +110.0% | +65.6% | +107.6% |
| All | +1,458.7% | +84.0% | +1,374.7% | +760.9% |
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