+215.7%
IEFA vs LEN
+151.9%
+63.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.3% | +0.3% |
| 7D | +1.2% | -2.9% | +4.0% | +1.8% |
| 30D | -0.6% | -8.9% | +8.3% | +1.5% |
| 3M | +6.2% | -10.9% | +17.1% | +8.7% |
| 6M | +11.2% | -19.7% | +30.8% | +16.4% |
| YTD | +14.2% | -20.6% | +34.8% | +19.4% |
| 1Y | +20.0% | -42.4% | +62.4% | +35.1% |
| 3Y | +68.8% | -26.5% | +95.3% | +74.9% |
| 5Y | +52.7% | -10.9% | +63.6% | +47.3% |
| 10Y | +144.2% | +100.6% | +43.6% | +77.6% |
| All | +215.7% | +151.9% | +63.7% | +117.4% |
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