+141.9%
FFIV vs LEN
-22.2%
+164.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | -1.0% | -3.2% | +2.2% | -0.5% |
| 30D | -5.1% | -4.9% | -0.2% | -4.5% |
| 3M | -4.5% | -8.5% | +4.0% | -3.5% |
| 6M | +36.5% | -20.7% | +57.1% | +41.0% |
| YTD | +53.0% | -17.4% | +70.4% | +56.2% |
| 1Y | +24.2% | -38.2% | +62.5% | +34.1% |
| All | +141.9% | -22.2% | +164.0% | +136.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling