+156.3%
FDX vs LEN
+166.0%
-9.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.2% | +0.3% | +2.4% |
| 7D | +0.2% | +0.6% | -0.4% | -0.1% |
| 30D | +9.3% | +19.4% | -10.1% | +2.5% |
| 3M | +0.5% | +4.5% | -4.1% | -1.8% |
| 6M | +5.3% | +4.9% | +0.4% | +2.3% |
| YTD | +38.6% | -8.9% | +47.5% | +40.7% |
| 1Y | +53.5% | -23.0% | +76.5% | +64.5% |
| 3Y | +74.2% | -16.7% | +90.9% | +78.6% |
| 5Y | +75.3% | -4.5% | +79.7% | +66.3% |
| 10Y | +156.3% | +162.2% | -5.9% | +67.6% |
| All | +156.3% | +166.0% | -9.8% | +67.6% |
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