-9.8%
LEN vs ESI
+74.4%
-84.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.0% |
| 7D | -3.4% | +3.9% | -7.3% | -4.9% |
| 30D | -5.7% | -3.8% | -1.9% | -4.5% |
| 3M | -12.2% | -13.1% | +0.9% | -8.7% |
| 6M | -18.3% | +11.3% | -29.6% | -25.4% |
| YTD | -20.2% | +44.1% | -64.3% | -36.5% |
| 1Y | -40.1% | +40.3% | -80.4% | -52.1% |
| 3Y | -26.2% | +84.1% | -110.2% | -51.2% |
| 5Y | -9.8% | +75.8% | -85.6% | -38.9% |
| All | -9.8% | +74.4% | -84.3% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling