+2,968.0%
LEN vs EL
+1,685.7%
+1,282.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -4.0% | -2.3% |
| 7D | -3.2% | +0.8% | -4.0% | -3.6% |
| 30D | -4.9% | +19.8% | -24.7% | -12.8% |
| 3M | -8.5% | +25.7% | -34.2% | -18.0% |
| 6M | -20.7% | +5.4% | -26.1% | -24.3% |
| YTD | -17.4% | +0.2% | -17.6% | -20.7% |
| 1Y | -38.2% | +20.4% | -58.7% | -46.2% |
| 3Y | -24.9% | -32.1% | +7.3% | -23.2% |
| 5Y | -11.4% | -67.2% | +55.7% | +25.2% |
| 10Y | +110.0% | +31.7% | +78.3% | +44.3% |
| All | +2,968.0% | +1,685.7% | +1,282.2% | +672.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling