+4.3%
EWZ vs LEN
-25.4%
+29.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +0.9% |
| 7D | -1.5% | +2.1% | -3.5% | -1.7% |
| 30D | -24.5% | +16.6% | -41.1% | -25.4% |
| 3M | -10.7% | +5.3% | -16.0% | -10.8% |
| 6M | -19.1% | -0.8% | -18.3% | -18.5% |
| YTD | +1.6% | -11.7% | +13.4% | +2.2% |
| 1Y | +4.3% | -24.6% | +28.9% | +7.9% |
| All | +4.3% | -25.4% | +29.7% | +7.9% |
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