+142.8%
EFA vs LEN
+108.0%
+34.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.5% |
| 7D | -1.5% | -4.8% | +3.2% | -0.4% |
| 30D | -1.7% | -6.6% | +4.9% | -0.2% |
| 3M | +3.5% | -15.7% | +19.2% | +7.3% |
| 6M | +9.5% | -16.6% | +26.1% | +13.5% |
| YTD | +12.9% | -21.3% | +34.2% | +18.2% |
| 1Y | +18.2% | -42.0% | +60.2% | +32.5% |
| 3Y | +64.8% | -27.9% | +92.7% | +71.3% |
| 5Y | +53.9% | -10.7% | +64.6% | +48.2% |
| All | +142.8% | +108.0% | +34.7% | +83.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling