+76.9%
FICO vs LEN
-4.6%
+81.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.7% |
| 7D | -0.9% | +2.1% | -3.0% | -2.0% |
| 30D | +3.3% | +16.6% | -13.2% | -2.8% |
| 3M | -31.7% | +5.3% | -37.0% | -33.6% |
| 6M | -34.0% | -0.8% | -33.2% | -34.7% |
| 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% | -26.7% |
| All | +76.9% | -4.6% | +81.6% | +35.3% |
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