+98.7%
LEN vs ESI
+310.7%
-212.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.5% | +1.0% | -1.6% |
| 7D | -7.8% | -2.3% | -5.4% | -6.9% |
| 30D | -11.0% | -9.0% | -2.0% | -7.6% |
| 3M | -12.8% | -13.3% | +0.5% | -9.1% |
| 6M | -20.2% | +5.3% | -25.5% | -24.9% |
| YTD | -23.0% | +37.6% | -60.6% | -36.7% |
| 1Y | -41.8% | +33.6% | -75.4% | -51.8% |
| 3Y | -28.8% | +75.8% | -104.6% | -49.9% |
| 5Y | -12.6% | +68.6% | -81.2% | -38.3% |
| All | +98.7% | +310.7% | -212.0% | -11.9% |
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