+126.9%
FFIV vs LEN
+147.0%
-20.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.2% | +1.2% |
| 7D | -4.2% | +0.7% | -4.8% | -4.5% |
| 30D | -33.9% | +13.0% | -46.9% | -36.2% |
| 3M | -22.6% | +1.9% | -24.5% | -23.6% |
| 6M | -10.4% | -0.7% | -9.7% | -11.6% |
| YTD | +24.3% | -13.8% | +38.1% | +26.3% |
| 1Y | +31.8% | -28.1% | +59.9% | +40.4% |
| 3Y | +99.5% | -22.8% | +122.3% | +101.7% |
| 5Y | +40.7% | -7.4% | +48.1% | +31.2% |
| 10Y | +126.9% | +143.7% | -16.8% | +54.9% |
| All | +126.9% | +147.0% | -20.1% | +54.9% |
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