+109.1%
LEN vs EL
+28.8%
+80.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +1.5% |
| 7D | -3.4% | -2.4% | -1.0% | -2.6% |
| 30D | -5.7% | +13.7% | -19.3% | -10.5% |
| 3M | -12.2% | +14.5% | -26.7% | -17.0% |
| 6M | -18.3% | +7.4% | -25.7% | -21.8% |
| YTD | -20.2% | -4.7% | -15.5% | -21.2% |
| 1Y | -40.1% | +12.9% | -53.0% | -45.2% |
| 3Y | -26.2% | -32.2% | +6.0% | -22.7% |
| 5Y | -9.8% | -68.4% | +58.6% | +36.4% |
| 10Y | +109.1% | +28.3% | +80.9% | +73.6% |
| All | +109.1% | +28.8% | +80.3% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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