+590.1%
EWT vs LEN
+1,196.9%
-606.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.3% | +0.3% |
| 7D | +1.6% | -2.9% | +4.5% | +2.3% |
| 30D | +8.2% | -8.9% | +17.1% | +10.3% |
| 3M | +11.1% | -10.9% | +22.0% | +13.5% |
| 6M | +60.4% | -19.7% | +80.1% | +67.6% |
| YTD | +75.6% | -20.6% | +96.2% | +83.3% |
| 1Y | +91.3% | -42.4% | +133.7% | +113.4% |
| 3Y | +200.3% | -26.5% | +226.8% | +211.3% |
| 5Y | +156.4% | -10.9% | +167.3% | +149.8% |
| 10Y | +495.8% | +100.6% | +395.2% | +352.8% |
| All | +590.1% | +1,196.9% | -606.7% | +173.6% |
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 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