u/laurenthu

Built a free tool that might be useful here. FactorLens runs Fama-French 5-factor regressions on any portfolio you enter - shows your true exposure to market beta, size (SMB), value (HML), profitability (RMW), and investment (CMA).

You enter your tickers and weights, it pulls Ken French factor data and runs the regression. No sign-up, no paywall.

Why I built it: I kept seeing debates about whether a portfolio "really" has a value tilt or a small cap tilt, or whether two ETFs overlap in factor exposure. The regression settles that objectively.

A few things you can do with it:

• Check if your "tilted" portfolio actually has meaningful factor exposure or if it's just closet-indexing the S&P 500
• Compare AVUV vs VBR vs VIOV to see which delivers the most small-cap value loading per dollar
• See how much of your returns are explained by known factors vs alpha (spoiler: usually 95%+ is factors)
• Settle the "is SCHD really a value fund?" debate with data

bestfolio.app/tools/factor-lens

Uses Ken French data library, updated monthly. Open to feedback and feature requests.