+236.1%
EW vs LEN
+147.0%
+89.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.4% | +4.7% | +0.6% |
| 7D | +9.3% | +0.7% | +8.6% | +9.0% |
| 30D | +22.1% | +13.0% | +9.1% | +18.1% |
| 3M | +13.0% | +1.9% | +11.1% | +11.8% |
| 6M | +30.1% | -0.7% | +30.8% | +28.9% |
| YTD | +22.0% | -13.8% | +35.8% | +24.4% |
| 1Y | +23.7% | -28.1% | +51.8% | +31.7% |
| 3Y | +62.0% | -22.8% | +84.8% | +63.3% |
| 5Y | -12.4% | -7.4% | -5.1% | -18.3% |
| 10Y | +236.1% | +143.7% | +92.4% | +121.8% |
| All | +236.1% | +147.0% | +89.1% | +121.8% |
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