-38.2%
LEN vs ES
+16.6%
-54.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -3.2% | +0.3% | -3.5% | -3.2% |
| 30D | -4.9% | -2.0% | -2.9% | -4.5% |
| 3M | -8.5% | +1.7% | -10.2% | -8.6% |
| 6M | -20.7% | -3.5% | -17.1% | -20.4% |
| YTD | -17.4% | +7.9% | -25.3% | -18.0% |
| 1Y | -38.2% | +17.2% | -55.4% | -34.8% |
| All | -38.2% | +16.6% | -54.8% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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