-35.9%
EFX vs LEN
-13.7%
-22.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +1.7% |
| 7D | -11.1% | -7.8% | -3.4% | -7.7% |
| 30D | -7.4% | -11.0% | +3.6% | -2.1% |
| 3M | +1.5% | -12.8% | +14.3% | +7.6% |
| 6M | -13.7% | -20.2% | +6.5% | -5.0% |
| YTD | -21.9% | -23.0% | +1.2% | -13.5% |
| 1Y | -30.8% | -41.8% | +11.0% | -12.3% |
| 3Y | -12.4% | -28.8% | +16.4% | -5.2% |
| 5Y | -35.9% | -12.6% | -23.3% | -40.3% |
| All | -35.9% | -13.7% | -22.3% | -40.3% |
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