-51.1%
FIS vs LEN
-21.9%
-29.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +7.1% | -30.8% | -23.7% |
| 7D | -18.4% | +10.5% | -28.9% | -18.7% |
| 30D | -11.4% | +24.6% | -36.0% | -12.5% |
| 3M | -32.0% | +6.6% | -38.6% | -32.2% |
| 6M | -35.6% | +10.6% | -46.2% | -36.1% |
| YTD | -53.8% | -8.3% | -45.5% | -54.8% |
| 1Y | -51.1% | -22.5% | -28.6% | -50.9% |
| All | -51.1% | -21.9% | -29.2% | -50.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling