+10,331.5%
LEN vs ES
+1,243.3%
+9,088.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -3.2% | +0.3% | -3.5% | -3.3% |
| 30D | -4.9% | -2.0% | -2.9% | -4.1% |
| 3M | -8.5% | +1.7% | -10.2% | -9.2% |
| 6M | -20.7% | -3.5% | -17.1% | -19.7% |
| YTD | -17.4% | +7.9% | -25.3% | -20.4% |
| 1Y | -38.2% | +17.2% | -55.4% | -43.1% |
| 3Y | -24.9% | +29.3% | -54.2% | -34.9% |
| 5Y | -11.4% | -5.7% | -5.7% | -12.8% |
| 10Y | +110.0% | +85.2% | +24.8% | +50.2% |
| All | +10,331.5% | +1,243.3% | +9,088.2% | +3,709.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling