+349.8%
EWZ vs LEN
+1,065.6%
-715.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +1.6% |
| 7D | -1.5% | +2.1% | -3.5% | -2.2% |
| 30D | -24.5% | +16.6% | -41.1% | -28.2% |
| 3M | -10.7% | +5.3% | -16.0% | -13.1% |
| 6M | -19.1% | -0.8% | -18.3% | -20.2% |
| YTD | +1.6% | -11.7% | +13.4% | +3.0% |
| 1Y | +4.3% | -24.6% | +28.9% | +10.4% |
| 3Y | +19.0% | -18.7% | +37.6% | +19.1% |
| 5Y | +57.7% | -4.4% | +62.1% | +45.0% |
| 10Y | +51.3% | +152.2% | -100.9% | -3.0% |
| All | +349.8% | +1,065.6% | -715.8% | +49.0% |
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