+4,316.7%
ETR vs LEN
+10,533.4%
-6,216.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.4% |
| 7D | +1.4% | -3.2% | +4.6% | +1.8% |
| 30D | +1.0% | -4.9% | +5.9% | +1.5% |
| 3M | -1.3% | -8.5% | +7.2% | -0.5% |
| 6M | +1.9% | -20.7% | +22.5% | +4.0% |
| YTD | +18.2% | -17.4% | +35.6% | +20.0% |
| 1Y | +24.7% | -38.2% | +62.9% | +30.2% |
| 3Y | +150.7% | -24.9% | +175.6% | +154.0% |
| 5Y | +127.0% | -11.4% | +138.5% | +123.7% |
| 10Y | +295.5% | +110.0% | +185.4% | +249.8% |
| All | +4,316.7% | +10,533.4% | -6,216.7% | +3,043.7% |
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 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