+49.0%
FE vs LEN
-10.8%
+59.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.4% |
| 7D | +1.9% | -3.2% | +5.1% | +2.4% |
| 30D | -1.2% | -4.9% | +3.7% | -0.6% |
| 3M | +3.5% | -8.5% | +12.0% | +4.5% |
| 6M | -6.1% | -20.7% | +14.6% | -3.5% |
| YTD | +7.6% | -17.4% | +25.0% | +9.7% |
| 1Y | +11.9% | -38.2% | +50.2% | +18.7% |
| 3Y | +48.4% | -24.9% | +73.3% | +49.0% |
| All | +49.0% | -10.8% | +59.8% | +35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling