+212.8%
EWY vs LEN
-28.8%
+241.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.5% | -0.7% | -3.2% |
| 7D | +1.2% | -7.8% | +9.0% | +3.6% |
| 30D | +9.3% | -11.0% | +20.3% | +12.9% |
| 3M | +2.4% | -12.8% | +15.2% | +6.3% |
| 6M | +40.3% | -20.2% | +60.5% | +48.4% |
| YTD | +88.0% | -23.0% | +111.0% | +99.6% |
| 1Y | +143.8% | -41.8% | +185.6% | +173.2% |
| All | +212.8% | -28.8% | +241.6% | +210.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling