+84.1%
EWZ vs LEN
+99.2%
-15.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.8% | +5.8% | +3.2% |
| 7D | +5.6% | -2.9% | +8.5% | +6.5% |
| 30D | +9.3% | -8.9% | +18.1% | +12.2% |
| 3M | +15.7% | -10.9% | +26.6% | +19.0% |
| 6M | +7.4% | -19.7% | +27.1% | +13.8% |
| YTD | +22.7% | -20.6% | +43.3% | +29.6% |
| 1Y | +36.4% | -42.4% | +78.8% | +58.5% |
| 3Y | +50.4% | -26.5% | +76.9% | +55.2% |
| 5Y | +67.6% | -10.9% | +78.6% | +55.0% |
| 10Y | +84.1% | +100.6% | -16.6% | +22.4% |
| All | +84.1% | +99.2% | -15.1% | +22.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling