+84.9%
EWT vs LEN
-41.0%
+125.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +1.4% |
| 7D | -1.1% | -4.8% | +3.6% | -0.2% |
| 30D | +4.5% | -6.6% | +11.0% | +5.8% |
| 3M | +8.3% | -15.7% | +23.9% | +11.9% |
| 6M | +54.2% | -16.6% | +70.9% | +57.8% |
| YTD | +74.6% | -21.3% | +95.9% | +79.2% |
| 1Y | +84.9% | -42.0% | +126.9% | +93.2% |
| All | +84.9% | -41.0% | +125.9% | +93.2% |
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 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