+6,438.2%
EW vs LEN
+1,089.0%
+5,349.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.3% |
| 7D | -0.3% | -3.2% | +2.8% | +0.1% |
| 30D | +1.0% | -4.9% | +5.9% | +1.7% |
| 3M | +2.8% | -8.5% | +11.3% | +3.9% |
| 6M | +5.5% | -20.7% | +26.1% | +8.5% |
| YTD | +5.5% | -17.4% | +22.9% | +7.7% |
| 1Y | +11.0% | -38.2% | +49.3% | +17.8% |
| 3Y | +17.7% | -24.9% | +42.6% | +19.8% |
| 5Y | -25.7% | -11.4% | -14.3% | -26.8% |
| 10Y | +132.8% | +110.0% | +22.8% | +99.2% |
| All | +6,438.2% | +1,089.0% | +5,349.2% | +4,612.2% |
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 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