+251.1%
EQX vs LEN
+139.3%
+111.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.5% |
| 7D | +1.7% | -3.4% | +5.1% | +2.6% |
| 30D | +11.1% | -5.7% | +16.7% | +12.7% |
| 3M | +23.1% | -12.2% | +35.3% | +26.6% |
| 6M | -21.8% | -18.3% | -3.6% | -18.4% |
| YTD | -8.1% | -20.2% | +12.1% | -4.1% |
| 1Y | +29.7% | -40.1% | +69.7% | +43.8% |
| 3Y | +179.9% | -26.2% | +206.1% | +187.7% |
| 5Y | +82.5% | -9.8% | +92.3% | +73.4% |
| All | +251.1% | +139.3% | +111.8% | +223.5% |
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