+3,033.3%
EQT vs LEN
+9,810.8%
-6,777.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +1.2% |
| 7D | -1.2% | -7.8% | +6.6% | +0.1% |
| 30D | +1.1% | -11.0% | +12.1% | +2.9% |
| 3M | +4.8% | -12.8% | +17.6% | +6.7% |
| 6M | -10.6% | -20.2% | +9.6% | -7.9% |
| YTD | +3.4% | -23.0% | +26.5% | +6.8% |
| 1Y | +8.7% | -41.8% | +50.5% | +17.2% |
| 3Y | +35.0% | -28.8% | +63.8% | +38.0% |
| 5Y | +204.2% | -12.6% | +216.9% | +195.9% |
| 10Y | +52.5% | +101.7% | -49.3% | +20.8% |
| All | +3,033.3% | +9,810.8% | -6,777.4% | +1,465.2% |
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