+910.6%
EWY vs LEN
+1,248.8%
-338.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.4% |
| 3M | -20.1% | -3.9% | -16.2% | -20.0% |
| 6M | -24.3% | -0.4% | -23.9% | -25.0% |
| YTD | +46.9% | -16.8% | +63.7% | +52.4% |
| 1Y | +55.2% | -29.5% | +84.7% | +67.8% |
| 3Y | +157.0% | -25.6% | +182.5% | +166.8% |
| 5Y | +98.9% | -13.2% | +112.1% | +93.4% |
| 10Y | +226.3% | +138.5% | +87.8% | +122.7% |
| All | +910.6% | +1,248.8% | -338.2% | +227.1% |
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