+181.9%
FANG vs LEN
+108.0%
+73.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.9% |
| 7D | +2.9% | -4.8% | +7.6% | +4.3% |
| 30D | +2.6% | -6.6% | +9.2% | +4.5% |
| 3M | +7.6% | -15.7% | +23.2% | +12.1% |
| 6M | +17.3% | -16.6% | +34.0% | +21.4% |
| YTD | +38.7% | -21.3% | +60.0% | +45.7% |
| 1Y | +51.6% | -42.0% | +93.7% | +75.5% |
| 3Y | +50.0% | -27.9% | +77.9% | +53.8% |
| 5Y | +237.6% | -10.7% | +248.3% | +204.7% |
| All | +181.9% | +108.0% | +73.9% | +106.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling