+7.8%
EQT vs LEN
-37.1%
+44.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.8% |
| 7D | +1.1% | -3.2% | +4.3% | +1.0% |
| 30D | +7.7% | -4.9% | +12.6% | +7.5% |
| 3M | +0.2% | -8.5% | +8.7% | 0.0% |
| 6M | -9.5% | -20.7% | +11.2% | -9.5% |
| YTD | +3.8% | -17.4% | +21.2% | +3.4% |
| 1Y | +7.8% | -38.2% | +46.0% | +12.8% |
| All | +7.8% | -37.1% | +44.9% | +12.8% |
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