+7.4%
EQT vs LEN
-41.0%
+48.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -1.5% |
| 7D | -2.0% | -4.8% | +2.8% | -2.2% |
| 30D | 0.0% | -6.6% | +6.6% | -0.2% |
| 3M | +5.9% | -15.7% | +21.6% | +5.5% |
| 6M | -14.8% | -16.6% | +1.9% | -14.9% |
| YTD | +1.8% | -21.3% | +23.1% | +1.1% |
| 1Y | +7.4% | -42.0% | +49.4% | +15.3% |
| All | +7.4% | -41.0% | +48.3% | +15.3% |
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