+34.3%
FANG vs LEN
-21.9%
+56.2%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +7.1% | -12.0% | -4.0% |
| 7D | -11.3% | +10.5% | -21.8% | -10.0% |
| 30D | -0.7% | +24.6% | -25.3% | +2.3% |
| 3M | -4.2% | +6.6% | -10.8% | -3.0% |
| 6M | -13.5% | +10.6% | -24.1% | -12.4% |
| YTD | +23.7% | -8.3% | +32.0% | +28.8% |
| 1Y | +34.3% | -22.5% | +56.8% | +42.7% |
| All | +34.3% | -21.9% | +56.2% | +42.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling