+109.2%
FE vs LEN
+99.2%
+10.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.2% | -0.1% |
| 7D | +0.6% | -2.9% | +3.5% | +1.1% |
| 30D | -2.1% | -8.9% | +6.7% | -0.7% |
| 3M | +2.6% | -10.9% | +13.5% | +4.3% |
| 6M | -6.8% | -19.7% | +12.9% | -3.9% |
| YTD | +6.9% | -20.6% | +27.5% | +10.0% |
| 1Y | +11.6% | -42.4% | +54.0% | +20.9% |
| 3Y | +47.7% | -26.5% | +74.3% | +50.4% |
| 5Y | +46.2% | -10.9% | +57.1% | +40.6% |
| 10Y | +109.2% | +100.6% | +8.6% | +63.9% |
| All | +109.2% | +99.2% | +10.0% | +63.9% |
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 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