+8.1%
EWZ vs LEN
-21.9%
+30.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.1% | -5.4% | +1.1% |
| 7D | -4.1% | +10.5% | -14.5% | -4.8% |
| 30D | -25.0% | +24.6% | -49.6% | -26.2% |
| 3M | -10.6% | +6.6% | -17.3% | -10.5% |
| 6M | -16.6% | +10.6% | -27.3% | -17.4% |
| YTD | +2.5% | -8.3% | +10.8% | +2.8% |
| 1Y | +8.1% | -22.5% | +30.6% | +11.6% |
| All | +8.1% | -21.9% | +30.0% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling