+26.4%
EWJ vs LEN
-41.0%
+67.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +1.8% |
| 7D | +0.3% | -4.8% | +5.0% | +1.1% |
| 30D | +0.8% | -6.6% | +7.4% | +2.0% |
| 3M | +7.5% | -15.7% | +23.2% | +10.7% |
| 6M | +15.6% | -16.6% | +32.2% | +18.5% |
| YTD | +22.7% | -21.3% | +44.1% | +27.1% |
| 1Y | +26.4% | -42.0% | +68.5% | +34.3% |
| All | +26.4% | -41.0% | +67.4% | +34.3% |
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