+78,645.2%
FICO vs LEN
+11,263.3%
+67,381.9%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.4% |
| 7D | -0.9% | +2.1% | -3.0% | -1.7% |
| 30D | +3.3% | +16.6% | -13.2% | -1.0% |
| 3M | -31.7% | +5.3% | -37.0% | -33.1% |
| 6M | -34.0% | -0.8% | -33.2% | -34.5% |
| YTD | -58.3% | -11.7% | -46.6% | -57.7% |
| 1Y | -57.9% | -24.6% | -33.3% | -55.6% |
| 3Y | -24.1% | -18.7% | -5.4% | -23.1% |
| 5Y | +85.3% | -4.4% | +89.7% | +78.3% |
| 10Y | +520.3% | +152.2% | +368.1% | +353.2% |
| All | +78,645.2% | +11,263.3% | +67,381.9% | +24,788.5% |
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 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