-56.4%
FICO vs LEN
-21.9%
-34.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +7.1% | -10.3% | -4.6% |
| 7D | +0.4% | +10.5% | -10.1% | -1.7% |
| 30D | +1.7% | +24.6% | -23.0% | -2.8% |
| 3M | -33.0% | +6.6% | -39.7% | -34.2% |
| 6M | -33.9% | +10.6% | -44.5% | -35.7% |
| YTD | -58.5% | -8.3% | -50.2% | -58.7% |
| 1Y | -56.4% | -22.5% | -33.8% | -54.9% |
| All | -56.4% | -21.9% | -34.5% | -54.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling