-31.2%
LEN vs EAT
+84.8%
-116.0%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -3.0% |
| 7D | -8.7% | -7.1% | -1.7% | -7.9% |
| 30D | +11.6% | -2.3% | +13.9% | +11.9% |
| 3M | -1.3% | -19.6% | +18.4% | +1.0% |
| 6M | -1.4% | +46.0% | -47.5% | -7.3% |
| YTD | -16.9% | +37.7% | -54.6% | -21.4% |
| 1Y | -31.2% | +73.8% | -104.9% | -36.2% |
| All | -31.2% | +84.8% | -116.0% | -36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling