+137.3%
ETSY vs LEN
+85.8%
+51.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.5% |
| 7D | -12.9% | -3.4% | -9.5% | -11.3% |
| 30D | -11.5% | -5.7% | -5.8% | -8.9% |
| 3M | +3.5% | -12.2% | +15.8% | +10.0% |
| 6M | +27.6% | -18.3% | +45.9% | +39.6% |
| YTD | +28.4% | -20.2% | +48.6% | +40.4% |
| 1Y | +27.1% | -40.1% | +67.1% | +60.4% |
| 3Y | +6.0% | -26.2% | +32.2% | +15.4% |
| 5Y | -67.1% | -9.8% | -57.3% | -67.8% |
| 10Y | +421.9% | +109.1% | +312.8% | +207.6% |
| All | +137.3% | +85.8% | +51.5% | +44.5% |
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