+393.0%
EFA vs LEN
+462.1%
-69.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | +0.3% |
| 7D | +1.2% | -2.9% | +4.1% | +1.8% |
| 30D | -0.7% | -8.9% | +8.1% | +1.3% |
| 3M | +6.4% | -10.9% | +17.3% | +8.8% |
| 6M | +11.4% | -19.7% | +31.0% | +16.4% |
| YTD | +14.0% | -20.6% | +34.6% | +19.0% |
| 1Y | +20.2% | -42.4% | +62.6% | +34.4% |
| 3Y | +68.2% | -26.5% | +94.7% | +74.4% |
| 5Y | +54.8% | -10.9% | +65.8% | +50.7% |
| 10Y | +142.4% | +100.6% | +41.8% | +83.2% |
| All | +393.0% | +462.1% | -69.1% | +119.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling