+78,017.0%
FAST vs LEN
+10,602.5%
+67,414.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.9% |
| 7D | +5.0% | -8.7% | +13.8% | +7.3% |
| 30D | +8.6% | +11.6% | -3.0% | +5.2% |
| 3M | +6.9% | -1.3% | +8.2% | +6.4% |
| 6M | +29.6% | -1.4% | +31.0% | +28.6% |
| YTD | +41.4% | -16.9% | +58.3% | +45.8% |
| 1Y | +38.5% | -31.2% | +69.7% | +49.4% |
| 3Y | +98.7% | -25.6% | +124.3% | +105.7% |
| 5Y | +108.0% | -13.3% | +121.3% | +103.5% |
| 10Y | +549.3% | +138.4% | +410.9% | +359.3% |
| All | +78,017.0% | +10,602.5% | +67,414.4% | +18,116.3% |
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