+104,095.6%
FICO vs LEN
+10,533.4%
+93,562.1%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.0% | -15.7% | -16.4% |
| 7D | -19.2% | -3.2% | -16.0% | -18.5% |
| 30D | -14.6% | -4.9% | -9.7% | -13.4% |
| 3M | -20.1% | -8.5% | -11.6% | -18.4% |
| 6M | -36.3% | -20.7% | -15.7% | -32.8% |
| YTD | -44.9% | -17.4% | -27.4% | -42.6% |
| 1Y | -38.6% | -38.2% | -0.4% | -31.3% |
| 3Y | +4.0% | -24.9% | +28.9% | +8.2% |
| 5Y | +99.5% | -11.4% | +111.0% | +97.0% |
| 10Y | +604.7% | +110.0% | +494.6% | +441.2% |
| All | +104,095.6% | +10,533.4% | +93,562.1% | +33,626.8% |
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