+303.5%
EWY vs LEN
+108.0%
+195.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.2% | +1.1% | +2.6% |
| 7D | -0.1% | -4.8% | +4.7% | +1.4% |
| 30D | +7.3% | -6.6% | +13.9% | +9.4% |
| 3M | -5.1% | -15.7% | +10.5% | -0.6% |
| 6M | +42.1% | -16.6% | +58.7% | +49.7% |
| YTD | +94.1% | -21.3% | +115.5% | +106.9% |
| 1Y | +147.8% | -42.0% | +189.9% | +185.8% |
| 3Y | +222.9% | -27.9% | +250.8% | +240.1% |
| 5Y | +150.6% | -10.7% | +161.3% | +141.2% |
| All | +303.5% | +108.0% | +195.5% | +183.3% |
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 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