+144.6%
IEFA vs LEN
+108.0%
+36.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.5% |
| 7D | -1.6% | -4.8% | +3.2% | -0.5% |
| 30D | -1.5% | -6.6% | +5.1% | 0.0% |
| 3M | +3.4% | -15.7% | +19.1% | +7.2% |
| 6M | +9.5% | -16.6% | +26.1% | +13.6% |
| YTD | +13.0% | -21.3% | +34.4% | +18.4% |
| 1Y | +18.0% | -42.0% | +60.0% | +32.4% |
| 3Y | +65.4% | -27.9% | +93.3% | +71.9% |
| 5Y | +51.6% | -10.7% | +62.3% | +45.9% |
| All | +144.6% | +108.0% | +36.6% | +84.9% |
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