+142.7%
EWY vs LEN
-13.7%
+156.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.0% |
| 3M | +2.4% | -12.8% | +15.2% | +6.4% |
| 6M | +40.3% | -20.2% | +60.5% | +49.2% |
| YTD | +88.0% | -23.0% | +111.0% | +101.0% |
| 1Y | +143.8% | -41.8% | +185.6% | +178.5% |
| 3Y | +217.8% | -28.8% | +246.6% | +231.4% |
| 5Y | +142.7% | -12.6% | +155.3% | +130.6% |
| All | +142.7% | -13.7% | +156.4% | +130.6% |
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 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