-25.6%
LEN vs ES
+52.1%
-77.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.5% |
| 7D | -8.7% | -1.1% | -7.7% | -8.4% |
| 30D | +11.6% | +8.2% | +3.3% | +8.6% |
| 3M | -1.3% | +0.6% | -1.9% | -1.6% |
| 6M | -1.4% | +6.0% | -7.4% | -3.4% |
| YTD | -16.9% | +9.3% | -26.2% | -19.5% |
| 1Y | -31.2% | +1.1% | -32.3% | -31.9% |
| All | -25.6% | +52.1% | -77.7% | -38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling