+52.4%
EFA vs LEN
-13.7%
+66.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | 0.0% |
| 7D | -2.4% | -7.8% | +5.4% | -0.5% |
| 30D | -2.2% | -11.0% | +8.8% | +0.4% |
| 3M | +5.7% | -12.8% | +18.5% | +8.7% |
| 6M | +8.2% | -20.2% | +28.4% | +13.4% |
| YTD | +11.8% | -23.0% | +34.8% | +17.7% |
| 1Y | +18.3% | -41.8% | +60.1% | +32.9% |
| 3Y | +64.9% | -28.8% | +93.7% | +69.9% |
| 5Y | +52.4% | -12.6% | +65.0% | +41.5% |
| All | +52.4% | -13.7% | +66.0% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling