+4,079.4%
FFIV vs LEN
+1,062.7%
+3,016.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +0.6% |
| 7D | -8.1% | +2.1% | -10.2% | -9.0% |
| 30D | -33.4% | +16.6% | -50.0% | -36.7% |
| 3M | -24.7% | +5.3% | -30.1% | -26.7% |
| 6M | -8.8% | -0.8% | -8.1% | -10.3% |
| YTD | +21.8% | -11.7% | +33.5% | +23.0% |
| 1Y | +25.3% | -24.6% | +49.9% | +32.3% |
| 3Y | +101.2% | -18.7% | +119.8% | +101.3% |
| 5Y | +40.2% | -4.4% | +44.6% | +30.9% |
| 10Y | +129.0% | +152.2% | -23.2% | +43.1% |
| All | +4,079.4% | +1,062.7% | +3,016.7% | +1,287.9% |
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