-40.7%
FIS vs LEN
+103.6%
-144.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.5% | +4.7% | +2.2% |
| 7D | -8.9% | -7.8% | -1.1% | -6.8% |
| 30D | -9.9% | -11.0% | +1.1% | -6.9% |
| 3M | 0.0% | -12.8% | +12.8% | +3.4% |
| 6M | -22.9% | -20.2% | -2.7% | -18.6% |
| YTD | -40.9% | -23.0% | -17.9% | -37.4% |
| 1Y | -40.4% | -41.8% | +1.4% | -31.8% |
| 3Y | -25.4% | -28.8% | +3.4% | -21.9% |
| 5Y | -64.8% | -12.6% | -52.2% | -66.5% |
| All | -40.7% | +103.6% | -144.2% | -58.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling