+242.8%
FFIV vs LEN
+103.7%
+139.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.5% | +3.4% | +3.7% |
| 7D | +3.5% | -3.4% | +6.8% | +4.4% |
| 30D | -1.3% | -5.7% | +4.3% | 0.0% |
| 3M | +2.4% | -12.2% | +14.6% | +5.1% |
| 6M | +41.8% | -18.3% | +60.1% | +47.7% |
| YTD | +58.5% | -20.2% | +78.7% | +65.4% |
| 1Y | +24.3% | -40.1% | +64.4% | +39.7% |
| 3Y | +152.0% | -26.2% | +178.2% | +158.8% |
| 5Y | +99.1% | -9.8% | +109.0% | +88.2% |
| 10Y | +242.8% | +109.1% | +133.6% | +154.7% |
| All | +242.8% | +103.7% | +139.0% | +154.7% |
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