+79.7%
EFX vs LEN
+136.9%
-57.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -0.8% | -5.8% | +5.0% | +1.2% |
| 30D | +25.1% | +13.7% | +11.4% | +19.6% |
| 3M | +1.7% | -3.9% | +5.5% | +2.6% |
| 6M | +18.4% | -0.4% | +18.7% | +17.5% |
| YTD | -12.5% | -16.8% | +4.3% | -8.4% |
| 1Y | -8.1% | -29.5% | +21.4% | +1.7% |
| 3Y | +4.8% | -25.6% | +30.4% | +12.0% |
| 5Y | -30.1% | -13.2% | -16.9% | -30.6% |
| All | +79.7% | +136.9% | -57.2% | +27.5% |
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 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