-22.5%
LEN vs ESI
+27.8%
-50.3%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -4.6% | +11.7% | +7.7% |
| 7D | +10.5% | -6.6% | +17.0% | +11.4% |
| 30D | +24.6% | -10.9% | +35.6% | +26.6% |
| 3M | +6.6% | -13.8% | +20.4% | +8.7% |
| 6M | +10.6% | -21.5% | +32.2% | +13.9% |
| YTD | -8.3% | +34.7% | -43.0% | -24.3% |
| 1Y | -22.5% | +24.9% | -47.4% | -33.7% |
| All | -22.5% | +27.8% | -50.3% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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