+1,440.5%
FANG vs LEN
+163.3%
+1,277.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.9% |
| 7D | +2.9% | -4.8% | +7.6% | +4.4% |
| 30D | +2.6% | -6.6% | +9.2% | +4.6% |
| 3M | +7.6% | -15.7% | +23.2% | +12.3% |
| 6M | +17.3% | -16.6% | +34.0% | +21.6% |
| YTD | +38.7% | -21.3% | +60.0% | +45.9% |
| 1Y | +51.6% | -42.0% | +93.7% | +76.2% |
| 3Y | +50.0% | -27.9% | +77.9% | +54.4% |
| 5Y | +237.6% | -10.7% | +248.3% | +205.6% |
| 10Y | +180.7% | +106.1% | +74.5% | +68.3% |
| All | +1,440.5% | +163.3% | +1,277.2% | +748.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling