+46.6%
EEM vs LEN
-10.6%
+57.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | +2.0% | -3.4% | +5.4% | +2.7% |
| 30D | +5.1% | -5.7% | +10.7% | +6.3% |
| 3M | +4.6% | -12.2% | +16.8% | +7.2% |
| 6M | +17.8% | -18.3% | +36.0% | +22.3% |
| YTD | +25.8% | -20.2% | +46.0% | +30.8% |
| 1Y | +36.4% | -40.1% | +76.5% | +50.0% |
| 3Y | +90.0% | -26.2% | +116.2% | +93.1% |
| 5Y | +46.6% | -9.8% | +56.4% | +37.1% |
| All | +46.6% | -10.6% | +57.2% | +37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling