+125.2%
ETR vs LEN
-13.7%
+138.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | -0.9% |
| 7D | -1.9% | -7.8% | +5.9% | -0.9% |
| 30D | -0.2% | -11.0% | +10.8% | +1.3% |
| 3M | -3.7% | -12.8% | +9.1% | -2.2% |
| 6M | +2.1% | -20.2% | +22.3% | +4.7% |
| YTD | +16.5% | -23.0% | +39.5% | +19.9% |
| 1Y | +22.5% | -41.8% | +64.3% | +30.8% |
| 3Y | +144.7% | -28.8% | +173.5% | +147.5% |
| 5Y | +125.2% | -12.6% | +137.8% | +110.7% |
| All | +125.2% | -13.7% | +138.9% | +110.7% |
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