-12.6%
LEN vs EFV
+94.1%
-106.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.2% |
| 7D | -7.8% | -2.0% | -5.8% | -5.8% |
| 30D | -11.0% | -0.2% | -10.8% | -10.8% |
| 3M | -12.8% | +9.1% | -21.9% | -20.0% |
| 6M | -20.2% | +11.7% | -31.9% | -28.3% |
| YTD | -23.0% | +17.0% | -40.1% | -34.2% |
| 1Y | -41.8% | +26.7% | -68.5% | -54.0% |
| 3Y | -28.8% | +90.2% | -119.0% | -62.4% |
| 5Y | -12.6% | +96.1% | -108.7% | -56.3% |
| All | -12.6% | +94.1% | -106.7% | -56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling