+499.7%
FICO vs LEN
+148.4%
+351.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.8% |
| 7D | -0.9% | +2.1% | -3.0% | -2.1% |
| 30D | +3.3% | +16.6% | -13.2% | -3.3% |
| 3M | -31.7% | +5.3% | -37.0% | -33.8% |
| 6M | -34.0% | -0.8% | -33.2% | -34.9% |
| YTD | -58.3% | -11.7% | -46.6% | -57.4% |
| 1Y | -57.9% | -24.6% | -33.3% | -54.3% |
| 3Y | -24.1% | -18.7% | -5.4% | -24.2% |
| 5Y | +85.3% | -4.4% | +89.7% | +65.9% |
| All | +499.7% | +148.4% | +351.3% | +217.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling