With filter, ignore the first n points. However, you're using the 'e' option, which doesn't actually call filter. It uses the code:
for j = 2:r
a(j) = a(j-1) + alphal*(asset(j) - a(j-1));
where alphal is determined by the lead n, and a(1) = asset(1). Hence, the output values are, in fact, legitimately determined for the entire length of the data set. Essentially, the window length goes from the beginning of the data to the current point.