+7,515.3%
EW vs LEN
+1,211.2%
+6,304.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.2% | -0.7% | +2.1% |
| 7D | +12.3% | +0.6% | +11.7% | +12.1% |
| 30D | +22.9% | +19.4% | +3.5% | +19.7% |
| 3M | +16.7% | +4.5% | +12.2% | +15.6% |
| 6M | +31.0% | +4.9% | +26.0% | +29.4% |
| YTD | +22.8% | -8.9% | +31.7% | +23.3% |
| 1Y | +25.6% | -23.0% | +48.5% | +28.9% |
| 3Y | +62.0% | -16.7% | +78.7% | +62.1% |
| 5Y | -12.8% | -4.5% | -8.3% | -15.1% |
| 10Y | +239.8% | +162.2% | +77.6% | +182.3% |
| All | +7,515.3% | +1,211.2% | +6,304.0% | +5,297.5% |
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