+132.3%
LEN vs EL
+60.4%
+71.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.6% |
| 7D | -8.7% | +2.7% | -11.4% | -9.6% |
| 30D | +11.6% | +10.8% | +0.7% | +7.4% |
| 3M | -1.3% | +26.5% | -27.7% | -10.1% |
| 6M | -1.4% | +31.1% | -32.6% | -11.9% |
| YTD | -16.9% | +6.6% | -23.5% | -21.4% |
| 1Y | -31.2% | +21.8% | -53.0% | -38.4% |
| 3Y | -25.6% | +1.8% | -27.3% | -34.2% |
| 5Y | -13.3% | -65.6% | +52.3% | +28.5% |
| All | +132.3% | +60.4% | +71.9% | +74.0% |
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