+291.6%
ETR vs LEN
+103.6%
+188.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | -0.6% |
| 7D | -1.9% | -7.8% | +5.9% | -0.3% |
| 30D | -0.2% | -11.0% | +10.8% | +2.1% |
| 3M | -3.7% | -12.8% | +9.1% | -1.4% |
| 6M | +2.1% | -20.2% | +22.3% | +6.1% |
| YTD | +16.5% | -23.0% | +39.5% | +21.6% |
| 1Y | +22.5% | -41.8% | +64.3% | +35.1% |
| 3Y | +144.7% | -28.8% | +173.5% | +151.1% |
| 5Y | +125.2% | -12.6% | +137.8% | +114.2% |
| All | +291.6% | +103.6% | +188.0% | +180.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling