+6,820.0%
EFX vs LEN
+10,602.5%
-3,782.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.1% |
| 7D | -3.6% | -8.7% | +5.1% | -1.6% |
| 30D | +25.3% | +11.6% | +13.7% | +22.1% |
| 3M | +3.8% | -1.3% | +5.1% | +3.9% |
| 6M | +12.7% | -1.4% | +14.2% | +12.6% |
| YTD | -13.1% | -16.9% | +3.7% | -10.2% |
| 1Y | -9.3% | -31.2% | +21.8% | -2.2% |
| 3Y | +3.5% | -25.6% | +29.1% | +8.8% |
| 5Y | -30.6% | -13.3% | -17.4% | -29.9% |
| 10Y | +80.2% | +138.4% | -58.2% | +38.2% |
| All | +6,820.0% | +10,602.5% | -3,782.6% | +2,110.4% |
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