+571.3%
FE vs LEN
+1,400.4%
-829.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -1.1% |
| 7D | -1.0% | +2.1% | -3.1% | -1.3% |
| 30D | +4.1% | +16.6% | -12.4% | +2.2% |
| 3M | -1.0% | +5.3% | -6.3% | -1.9% |
| 6M | +4.0% | -0.8% | +4.8% | +3.6% |
| YTD | +6.8% | -11.7% | +18.6% | +7.6% |
| 1Y | +5.3% | -24.6% | +29.9% | +7.8% |
| 3Y | +44.6% | -18.7% | +63.3% | +45.1% |
| 5Y | +44.2% | -4.4% | +48.6% | +40.2% |
| 10Y | +107.3% | +152.2% | -44.9% | +73.9% |
| All | +571.3% | +1,400.4% | -829.1% | +344.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling