+4,166.4%
FFIV vs LEN
+1,035.4%
+3,130.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.2% | +1.5% |
| 7D | -4.2% | +0.7% | -4.8% | -4.5% |
| 30D | -33.9% | +13.0% | -46.9% | -36.6% |
| 3M | -22.6% | +1.9% | -24.5% | -23.9% |
| 6M | -10.4% | -0.7% | -9.7% | -11.8% |
| YTD | +24.3% | -13.8% | +38.1% | +26.4% |
| 1Y | +31.8% | -28.1% | +59.9% | +41.1% |
| 3Y | +99.5% | -22.8% | +122.3% | +102.8% |
| 5Y | +40.7% | -7.4% | +48.1% | +32.6% |
| 10Y | +126.9% | +143.7% | -16.8% | +43.2% |
| All | +4,166.4% | +1,035.4% | +3,130.9% | +1,326.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling