+92.9%
FICO vs LEN
-7.9%
+100.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.1% |
| 7D | +4.0% | -6.4% | +10.3% | +6.3% |
| 30D | -1.5% | +15.6% | -17.2% | -7.1% |
| 3M | -29.8% | -0.8% | -29.0% | -30.3% |
| 6M | -33.3% | +0.4% | -33.6% | -34.4% |
| YTD | -56.9% | -14.1% | -42.7% | -55.5% |
| 1Y | -59.5% | -29.6% | -29.8% | -54.8% |
| 3Y | -26.9% | -23.1% | -3.7% | -27.6% |
| 5Y | +92.9% | -8.9% | +101.8% | +50.5% |
| All | +92.9% | -7.9% | +100.9% | +50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling