+33.2%
FFIV vs LEN
-29.6%
+62.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +0.9% |
| 7D | -2.9% | -6.4% | +3.4% | -2.9% |
| 30D | -32.4% | +15.6% | -48.1% | -32.7% |
| 3M | -22.7% | -0.8% | -22.0% | -22.9% |
| 6M | -10.7% | +0.4% | -11.1% | -11.1% |
| YTD | +25.4% | -14.1% | +39.5% | +25.5% |
| All | +33.2% | -29.6% | +62.8% | +37.6% |
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