+36.6%
FFIV vs LEN
-21.9%
+58.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.1% | -7.5% | -0.5% |
| 7D | -9.8% | +10.5% | -20.3% | -10.0% |
| 30D | -28.1% | +24.6% | -52.7% | -28.4% |
| 3M | -20.0% | +6.6% | -26.6% | -20.3% |
| 6M | -0.1% | +10.6% | -10.7% | -0.9% |
| YTD | +29.2% | -8.3% | +37.5% | +29.3% |
| 1Y | +36.6% | -22.5% | +59.1% | +38.0% |
| All | +36.6% | -21.9% | +58.5% | +38.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling