+104.2%
FE vs LEN
+148.4%
-44.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.1% |
| 7D | 0.0% | +2.1% | -2.1% | -0.4% |
| 30D | +5.2% | +16.6% | -11.4% | +2.5% |
| 3M | 0.0% | +5.3% | -5.3% | -1.2% |
| 6M | +5.0% | -0.8% | +5.8% | +4.5% |
| YTD | +7.9% | -11.7% | +19.6% | +8.9% |
| 1Y | +6.3% | -24.6% | +30.9% | +9.9% |
| 3Y | +46.0% | -18.7% | +64.7% | +46.0% |
| 5Y | +45.6% | -4.4% | +50.1% | +38.4% |
| All | +104.2% | +148.4% | -44.2% | +52.2% |
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