+1,244.2%
EWY vs LEN
+1,188.2%
+56.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.4% | +1.6% |
| 7D | +8.0% | -2.9% | +10.9% | +8.8% |
| 30D | +14.3% | -8.9% | +23.2% | +17.1% |
| 3M | +2.3% | -10.9% | +13.2% | +5.4% |
| 6M | +49.9% | -19.7% | +69.5% | +59.0% |
| YTD | +95.3% | -20.6% | +115.9% | +107.2% |
| 1Y | +161.7% | -42.4% | +204.2% | +200.8% |
| 3Y | +230.2% | -26.5% | +256.7% | +246.9% |
| 5Y | +148.1% | -10.9% | +159.1% | +141.5% |
| 10Y | +293.2% | +100.6% | +192.5% | +183.7% |
| All | +1,244.2% | +1,188.2% | +56.0% | +344.7% |
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