+432.5%
EWZ vs LEN
+990.7%
-558.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | +6.5% | -3.2% | +9.7% | +7.5% |
| 30D | +4.8% | -4.9% | +9.7% | +6.2% |
| 3M | +9.9% | -8.5% | +18.4% | +12.1% |
| 6M | +1.9% | -20.7% | +22.6% | +8.3% |
| YTD | +20.3% | -17.4% | +37.7% | +25.6% |
| 1Y | +35.6% | -38.2% | +73.9% | +53.5% |
| 3Y | +43.4% | -24.9% | +68.3% | +48.3% |
| 5Y | +55.9% | -11.4% | +67.4% | +48.1% |
| 10Y | +84.2% | +110.0% | -25.9% | +25.9% |
| All | +432.5% | +990.7% | -558.2% | +81.6% |
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 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