+98.7%
LEN vs EAT
+379.9%
-281.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.3% | -3.5% |
| 7D | -7.8% | -6.2% | -1.6% | -6.2% |
| 30D | -11.0% | -3.0% | -8.0% | -10.7% |
| 3M | -12.8% | +45.6% | -58.4% | -21.8% |
| 6M | -20.2% | +53.5% | -73.7% | -30.2% |
| YTD | -23.0% | +49.6% | -72.6% | -32.5% |
| 1Y | -41.8% | +38.9% | -80.7% | -48.4% |
| 3Y | -28.8% | +589.7% | -618.5% | -62.9% |
| 5Y | -12.6% | +318.7% | -331.3% | -50.1% |
| All | +98.7% | +379.9% | -281.2% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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