+98.5%
EWY vs LEN
-13.2%
+111.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +4.2% | -5.8% | +10.0% | +5.9% |
| 30D | -10.7% | +13.7% | -24.4% | -14.6% |
| 3M | -20.1% | -3.9% | -16.2% | -19.9% |
| 6M | -24.3% | -0.4% | -23.9% | -24.9% |
| YTD | +46.9% | -16.8% | +63.7% | +52.2% |
| 1Y | +55.2% | -29.5% | +84.7% | +67.2% |
| 3Y | +157.0% | -25.6% | +182.5% | +162.6% |
| All | +98.5% | -13.2% | +111.7% | +83.5% |
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