+3,916.3%
FDX vs LEN
+11,263.3%
-7,347.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.4% | -1.9% |
| 7D | -1.6% | +2.1% | -3.7% | -2.2% |
| 30D | +6.6% | +16.6% | -10.0% | +2.2% |
| 3M | -2.1% | +5.3% | -7.4% | -3.9% |
| 6M | +2.2% | -0.8% | +2.9% | +1.5% |
| YTD | +33.9% | -11.7% | +45.7% | +36.7% |
| 1Y | +50.2% | -24.6% | +74.8% | +59.2% |
| 3Y | +65.5% | -18.7% | +84.2% | +70.4% |
| 5Y | +74.1% | -4.4% | +78.5% | +68.9% |
| 10Y | +156.7% | +152.2% | +4.5% | +85.5% |
| All | +3,916.3% | +11,263.3% | -7,347.0% | +826.9% |
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