+46.3%
FE vs LEN
-4.6%
+50.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -1.0% |
| 7D | -1.0% | +2.1% | -3.1% | -1.3% |
| 30D | +4.1% | +16.6% | -12.4% | +1.9% |
| 3M | -1.0% | +5.3% | -6.3% | -2.0% |
| 6M | +4.0% | -0.8% | +4.8% | +3.6% |
| YTD | +6.8% | -11.7% | +18.6% | +7.7% |
| 1Y | +5.3% | -24.6% | +29.9% | +8.4% |
| 3Y | +44.6% | -18.7% | +63.3% | +43.3% |
| All | +46.3% | -4.6% | +50.9% | +31.9% |
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 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