+120.9%
FE vs LEN
+147.0%
-26.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.5% | +0.5% |
| 7D | -0.5% | +0.7% | -1.2% | -0.7% |
| 30D | +4.3% | +13.0% | -8.7% | +2.1% |
| 3M | +0.4% | +1.9% | -1.5% | -0.3% |
| 6M | +6.9% | -0.7% | +7.7% | +6.4% |
| YTD | +8.0% | -13.8% | +21.8% | +9.4% |
| 1Y | +4.8% | -28.1% | +32.9% | +9.2% |
| 3Y | +49.0% | -22.8% | +71.8% | +50.3% |
| 5Y | +46.2% | -7.4% | +53.6% | +39.6% |
| 10Y | +120.9% | +143.7% | -22.8% | +63.5% |
| All | +120.9% | +147.0% | -26.1% | +63.5% |
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