+507.7%
FAST vs LEN
+99.2%
+408.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.4% | +0.6% |
| 7D | +1.3% | -2.9% | +4.2% | +2.1% |
| 30D | -4.7% | -8.9% | +4.1% | -2.5% |
| 3M | +7.9% | -10.9% | +18.8% | +10.9% |
| 6M | +7.4% | -19.7% | +27.1% | +13.1% |
| YTD | +25.1% | -20.6% | +45.7% | +31.8% |
| 1Y | +4.7% | -42.4% | +47.1% | +19.7% |
| 3Y | +94.7% | -26.5% | +121.2% | +102.6% |
| 5Y | +106.8% | -10.9% | +117.7% | +99.2% |
| 10Y | +507.7% | +100.6% | +407.0% | +361.5% |
| All | +507.7% | +99.2% | +408.5% | +361.5% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling