-40.1%
LEN vs EL
+12.1%
-52.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +1.1% |
| 7D | -3.4% | -2.4% | -1.0% | -2.9% |
| 30D | -5.7% | +13.7% | -19.3% | -8.4% |
| 3M | -12.2% | +14.5% | -26.7% | -15.0% |
| 6M | -18.3% | +7.4% | -25.7% | -20.5% |
| YTD | -20.2% | -4.7% | -15.5% | -21.8% |
| 1Y | -40.1% | +12.9% | -53.0% | -42.2% |
| All | -40.1% | +12.1% | -52.2% | -42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling