+100.6%
LEN vs ES
+85.1%
+15.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.6% | -4.5% | -4.1% |
| 7D | -2.9% | +1.4% | -4.3% | -3.5% |
| 30D | -8.9% | -1.2% | -7.7% | -8.4% |
| 3M | -10.9% | +5.0% | -15.9% | -12.8% |
| 6M | -19.7% | -2.8% | -16.8% | -18.9% |
| YTD | -20.6% | +8.6% | -29.2% | -23.6% |
| 1Y | -42.4% | +18.9% | -61.4% | -47.4% |
| 3Y | -26.5% | +32.1% | -58.7% | -37.2% |
| 5Y | -10.9% | -5.1% | -5.9% | -12.1% |
| 10Y | +100.6% | +84.2% | +16.4% | +64.5% |
| All | +100.6% | +85.1% | +15.5% | +64.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling