+123.8%
FFIV vs LEN
+136.8%
-13.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.4% | +0.1% |
| 7D | +1.9% | -8.7% | +10.6% | +4.2% |
| 30D | -33.3% | +11.6% | -44.9% | -35.5% |
| 3M | -24.9% | -1.3% | -23.6% | -25.3% |
| 6M | -10.5% | -1.4% | -9.1% | -11.6% |
| YTD | +24.4% | -16.9% | +41.3% | +27.6% |
| 1Y | +32.3% | -31.2% | +63.4% | +42.5% |
| 3Y | +99.7% | -25.6% | +125.3% | +103.8% |
| 5Y | +38.4% | -13.3% | +51.7% | +31.2% |
| All | +123.8% | +136.8% | -13.1% | +53.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling