+146.2%
LEN vs EL
+63.7%
+82.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | -6.4% | +0.3% | -6.6% | -6.5% |
| 30D | +15.6% | +12.3% | +3.4% | +10.8% |
| 3M | -0.8% | +28.4% | -29.2% | -10.1% |
| 6M | +0.4% | +36.7% | -36.4% | -11.7% |
| YTD | -14.1% | +8.4% | -22.5% | -19.3% |
| 1Y | -29.6% | +25.4% | -55.1% | -37.7% |
| 3Y | -23.1% | +3.4% | -26.6% | -32.5% |
| 5Y | -8.9% | -64.8% | +55.9% | +33.6% |
| 10Y | +146.2% | +63.0% | +83.3% | +87.4% |
| All | +146.2% | +63.7% | +82.5% | +87.4% |
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