+271.2%
EW vs LEN
+136.9%
+134.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.3% |
| 7D | +4.9% | -5.8% | +10.7% | +6.4% |
| 30D | +23.9% | +13.7% | +10.2% | +19.7% |
| 3M | +15.8% | -3.9% | +19.6% | +16.1% |
| 6M | +31.7% | -0.4% | +32.0% | +30.3% |
| YTD | +25.7% | -16.8% | +42.5% | +29.2% |
| 1Y | +24.4% | -29.5% | +53.9% | +33.1% |
| 3Y | +65.9% | -25.6% | +91.5% | +68.6% |
| 5Y | -7.6% | -13.2% | +5.6% | -12.5% |
| All | +271.2% | +136.9% | +134.3% | +142.6% |
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