+149.8%
FDX vs LEN
+136.8%
+12.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | +0.1% |
| 7D | +0.8% | -8.7% | +9.5% | +3.9% |
| 30D | +9.9% | +11.6% | -1.7% | +5.4% |
| 3M | -1.9% | -1.3% | -0.6% | -2.2% |
| 6M | +6.1% | -1.4% | +7.5% | +5.2% |
| YTD | +38.8% | -16.9% | +55.7% | +45.2% |
| 1Y | +50.0% | -31.2% | +81.1% | +67.0% |
| 3Y | +71.0% | -25.6% | +96.6% | +82.1% |
| 5Y | +72.5% | -13.3% | +85.7% | +69.1% |
| All | +149.8% | +136.8% | +12.9% | +70.2% |
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