-71.9%
FIS vs LEN
-2.5%
-69.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.2% | -4.6% | -2.1% |
| 7D | -29.4% | +0.6% | -30.0% | -29.9% |
| 30D | -16.7% | +19.4% | -36.2% | -21.0% |
| 3M | -33.0% | +4.5% | -37.5% | -34.3% |
| 6M | -33.3% | +4.9% | -38.2% | -35.0% |
| YTD | -56.0% | -8.9% | -47.1% | -56.0% |
| 1Y | -54.6% | -23.0% | -31.6% | -52.3% |
| 3Y | -40.6% | -16.7% | -23.9% | -42.1% |
| 5Y | -71.9% | -4.5% | -67.5% | -77.1% |
| All | -71.9% | -2.5% | -69.4% | -77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling