+5,150.0%
FFIV vs LEN
+988.0%
+4,162.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | -1.0% | -3.2% | +2.2% | 0.0% |
| 30D | -5.1% | -4.9% | -0.2% | -3.9% |
| 3M | -4.5% | -8.5% | +4.0% | -2.7% |
| 6M | +36.5% | -20.7% | +57.1% | +44.3% |
| YTD | +53.0% | -17.4% | +70.4% | +58.9% |
| 1Y | +24.2% | -38.2% | +62.5% | +40.2% |
| 3Y | +137.2% | -24.9% | +162.1% | +144.5% |
| 5Y | +91.8% | -11.4% | +103.2% | +84.4% |
| 10Y | +215.2% | +110.0% | +105.1% | +109.8% |
| All | +5,150.0% | +988.0% | +4,162.0% | +1,693.2% |
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