+49.2%
EWJ vs LEN
-13.7%
+62.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +3.0% | +0.2% |
| 7D | -1.5% | -7.8% | +6.3% | +0.3% |
| 30D | +0.2% | -11.0% | +11.2% | +2.8% |
| 3M | +8.6% | -12.8% | +21.4% | +11.6% |
| 6M | +12.1% | -20.2% | +32.3% | +17.4% |
| YTD | +20.1% | -23.0% | +43.1% | +26.4% |
| 1Y | +25.2% | -41.8% | +67.0% | +40.2% |
| 3Y | +70.8% | -28.8% | +99.6% | +75.9% |
| 5Y | +49.2% | -12.6% | +61.8% | +39.9% |
| All | +49.2% | -13.7% | +62.8% | +39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling