+141.9%
EWJ vs LEN
+108.0%
+33.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +1.7% |
| 7D | +0.3% | -4.8% | +5.0% | +1.3% |
| 30D | +0.8% | -6.6% | +7.4% | +2.1% |
| 3M | +7.5% | -15.7% | +23.2% | +10.9% |
| 6M | +15.6% | -16.6% | +32.2% | +19.3% |
| YTD | +22.7% | -21.3% | +44.1% | +27.9% |
| 1Y | +26.4% | -42.0% | +68.5% | +39.7% |
| 3Y | +72.5% | -27.9% | +100.4% | +78.8% |
| 5Y | +52.4% | -10.7% | +63.1% | +48.1% |
| All | +141.9% | +108.0% | +33.8% | +89.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling