-65.8%
ETSY vs LEN
-11.2%
-54.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.5% | +0.2% |
| 7D | -4.9% | -4.8% | -0.1% | -1.9% |
| 30D | -8.6% | -6.6% | -2.1% | -4.7% |
| 3M | +4.8% | -15.7% | +20.4% | +16.1% |
| 6M | +38.1% | -16.6% | +54.7% | +52.5% |
| YTD | +31.2% | -21.3% | +52.6% | +47.5% |
| 1Y | +22.1% | -42.0% | +64.1% | +69.5% |
| 3Y | +12.2% | -27.9% | +40.2% | +16.7% |
| All | -65.8% | -11.2% | -54.6% | -74.2% |
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