-55.5%
FIS vs LEN
+147.0%
-202.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.3% | +1.3% |
| 7D | -27.4% | +0.7% | -28.1% | -28.1% |
| 30D | -16.8% | +13.0% | -29.8% | -20.3% |
| 3M | -32.6% | +1.9% | -34.5% | -33.7% |
| 6M | -33.4% | -0.7% | -32.7% | -34.4% |
| YTD | -56.0% | -13.8% | -42.2% | -55.4% |
| 1Y | -55.1% | -28.1% | -27.0% | -52.1% |
| 3Y | -41.4% | -22.8% | -18.6% | -40.6% |
| 5Y | -72.7% | -7.4% | -65.3% | -74.6% |
| 10Y | -55.5% | +143.7% | -199.1% | -70.8% |
| All | -55.5% | +147.0% | -202.5% | -70.8% |
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