+24.3%
FFIV vs LEN
-41.8%
+66.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.5% | +3.4% | +3.8% |
| 7D | +3.5% | -3.4% | +6.8% | +3.5% |
| 30D | -1.3% | -5.7% | +4.3% | -1.3% |
| 3M | +2.4% | -12.2% | +14.6% | +2.8% |
| 6M | +41.8% | -18.3% | +60.1% | +42.7% |
| YTD | +58.5% | -20.2% | +78.7% | +59.3% |
| 1Y | +24.3% | -40.1% | +64.4% | +27.7% |
| All | +24.3% | -41.8% | +66.1% | +27.7% |
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 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