-12.1%
LEN vs ES
+6.6%
-18.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | -5.8% | +2.7% | -8.5% | -6.8% |
| 30D | +13.7% | +7.6% | +6.1% | +10.5% |
| 3M | -3.9% | +0.5% | -4.4% | -4.1% |
| 6M | -0.4% | +7.6% | -8.0% | -3.3% |
| YTD | -16.8% | +10.2% | -27.1% | -20.3% |
| 1Y | -29.5% | +1.8% | -31.3% | -30.6% |
| 3Y | -25.6% | +55.4% | -81.0% | -40.8% |
| All | -12.1% | +6.6% | -18.7% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling