+39.3%
FFIV vs LEN
-4.6%
+43.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +0.5% |
| 7D | -8.1% | +2.1% | -10.2% | -8.8% |
| 30D | -33.4% | +16.6% | -50.0% | -36.3% |
| 3M | -24.7% | +5.3% | -30.1% | -26.4% |
| 6M | -8.8% | -0.8% | -8.1% | -10.0% |
| YTD | +21.8% | -11.7% | +33.5% | +23.3% |
| 1Y | +25.3% | -24.6% | +49.9% | +33.0% |
| 3Y | +101.2% | -18.7% | +119.8% | +94.1% |
| All | +39.3% | -4.6% | +43.9% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling