+32.3%
EEM vs LEN
-41.0%
+73.2%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.8% |
| 7D | -1.3% | -4.8% | +3.5% | -0.4% |
| 30D | +2.1% | -6.6% | +8.6% | +3.3% |
| 3M | +1.0% | -15.7% | +16.7% | +4.2% |
| 6M | +15.9% | -16.6% | +32.6% | +18.4% |
| YTD | +24.6% | -21.3% | +46.0% | +28.0% |
| 1Y | +32.3% | -42.0% | +74.3% | +37.8% |
| All | +32.3% | -41.0% | +73.2% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling