-42.0%
LEN vs EAT
+37.8%
-79.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.3% |
| 7D | -4.8% | -7.7% | +2.9% | -3.9% |
| 30D | -6.6% | -13.6% | +7.0% | -5.1% |
| 3M | -15.7% | +33.9% | -49.5% | -19.5% |
| 6M | -16.6% | +47.2% | -63.8% | -21.3% |
| YTD | -21.3% | +48.1% | -69.4% | -26.0% |
| 1Y | -42.0% | +33.7% | -75.7% | -45.7% |
| All | -42.0% | +37.8% | -79.8% | -45.7% |
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