+174.9%
LEN vs ESI
+200.4%
-25.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.0% | -2.5% |
| 7D | -8.7% | +8.3% | -17.1% | -11.1% |
| 30D | +11.6% | -10.4% | +22.0% | +14.6% |
| 3M | -1.3% | -13.2% | +11.9% | +2.1% |
| 6M | -1.4% | -23.9% | +22.4% | +5.1% |
| YTD | -16.9% | +34.2% | -51.1% | -28.3% |
| 1Y | -31.2% | +22.2% | -53.4% | -38.7% |
| 3Y | -25.6% | +79.2% | -104.8% | -43.2% |
| 5Y | -13.3% | +38.1% | -51.4% | -28.4% |
| 10Y | +138.4% | +323.6% | -185.2% | +36.8% |
| All | +174.9% | +200.4% | -25.5% | +70.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling