-26.9%
LEN vs EAT
+587.9%
-614.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +0.9% |
| 7D | -3.4% | -6.8% | +3.4% | -2.4% |
| 30D | -5.7% | -5.4% | -0.3% | -5.1% |
| 3M | -12.2% | +42.8% | -55.0% | -17.2% |
| 6M | -18.3% | +56.5% | -74.8% | -24.3% |
| YTD | -20.2% | +50.0% | -70.2% | -25.8% |
| 1Y | -40.1% | +38.3% | -78.3% | -43.7% |
| All | -26.9% | +587.9% | -614.8% | -57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling