+146.2%
LEN vs ESI
+323.9%
-177.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.0% | -4.4% | -2.0% |
| 7D | -6.4% | +1.8% | -8.2% | -7.3% |
| 30D | +15.6% | -6.6% | +22.2% | +17.5% |
| 3M | -0.8% | -9.4% | +8.6% | +1.5% |
| 6M | +0.4% | -24.1% | +24.5% | +9.1% |
| YTD | -14.1% | +37.1% | -51.3% | -30.8% |
| 1Y | -29.6% | +24.5% | -54.2% | -40.7% |
| 3Y | -23.1% | +83.2% | -106.3% | -48.3% |
| 5Y | -8.9% | +44.0% | -52.8% | -32.3% |
| 10Y | +146.2% | +332.8% | -186.6% | -6.2% |
| All | +146.2% | +323.9% | -177.6% | -6.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling