+576.2%
FE vs LEN
+1,304.0%
-727.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.5% |
| 7D | +1.9% | -3.2% | +5.1% | +2.3% |
| 30D | -1.2% | -4.9% | +3.7% | -0.6% |
| 3M | +3.5% | -8.5% | +12.0% | +4.4% |
| 6M | -6.1% | -20.7% | +14.6% | -3.8% |
| YTD | +7.6% | -17.4% | +25.0% | +9.4% |
| 1Y | +11.9% | -38.2% | +50.2% | +17.5% |
| 3Y | +48.4% | -24.9% | +73.3% | +50.6% |
| 5Y | +44.8% | -11.4% | +56.2% | +42.3% |
| 10Y | +115.9% | +110.0% | +5.9% | +85.2% |
| All | +576.2% | +1,304.0% | -727.8% | +352.3% |
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