-25.6%
LEN vs EL
+3.0%
-28.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | -5.8% | +1.5% | -7.3% | -6.1% |
| 30D | +13.7% | +10.0% | +3.7% | +11.2% |
| 3M | -3.9% | +28.4% | -32.3% | -9.5% |
| 6M | -0.4% | +37.1% | -37.4% | -7.8% |
| YTD | -16.8% | +7.8% | -24.7% | -19.9% |
| 1Y | -29.5% | +26.0% | -55.5% | -34.5% |
| 3Y | -25.6% | +3.8% | -29.4% | -32.1% |
| All | -25.6% | +3.0% | -28.5% | -32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling