+64.8%
EFA vs LEN
-27.3%
+92.1%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.5% |
| 7D | -1.5% | -4.8% | +3.2% | -0.6% |
| 30D | -1.7% | -6.6% | +4.9% | -0.4% |
| 3M | +3.5% | -15.7% | +19.2% | +6.8% |
| 6M | +9.5% | -16.6% | +26.1% | +12.8% |
| YTD | +12.9% | -21.3% | +34.2% | +17.2% |
| 1Y | +18.2% | -42.0% | +60.2% | +30.1% |
| 3Y | +64.8% | -27.9% | +92.7% | +64.0% |
| All | +64.8% | -27.3% | +92.1% | +64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling