+854.3%
EEM vs LEN
+338.6%
+515.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.9% | +2.1% |
| 7D | +2.3% | -3.2% | +5.5% | +3.2% |
| 30D | +4.5% | -4.9% | +9.4% | +5.9% |
| 3M | -0.1% | -8.5% | +8.4% | +2.0% |
| 6M | +16.9% | -20.7% | +37.6% | +24.0% |
| YTD | +26.2% | -17.4% | +43.6% | +31.7% |
| 1Y | +40.5% | -38.2% | +78.8% | +58.0% |
| 3Y | +86.2% | -24.9% | +111.1% | +92.5% |
| 5Y | +45.5% | -11.4% | +56.9% | +39.5% |
| 10Y | +128.6% | +110.0% | +18.6% | +55.4% |
| All | +854.3% | +338.6% | +515.7% | +293.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling