+103.0%
LEN vs EFV
+169.9%
-66.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.0% |
| 7D | -4.8% | -0.8% | -4.0% | -3.9% |
| 30D | -6.6% | +0.6% | -7.2% | -7.1% |
| 3M | -15.7% | +7.5% | -23.2% | -22.0% |
| 6M | -16.6% | +13.0% | -29.7% | -26.7% |
| YTD | -21.3% | +18.3% | -39.7% | -34.3% |
| 1Y | -42.0% | +26.7% | -68.8% | -55.0% |
| 3Y | -27.9% | +89.6% | -117.5% | -63.7% |
| 5Y | -10.7% | +98.2% | -108.9% | -57.3% |
| All | +103.0% | +169.9% | -66.9% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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