+247.6%
FIS vs LEN
+568.3%
-320.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.4% | +7.1% | +6.8% |
| 7D | +1.5% | -6.4% | +7.9% | +3.0% |
| 30D | -11.8% | +15.6% | -27.5% | -15.3% |
| 3M | -28.5% | -0.8% | -27.8% | -29.1% |
| 6M | -27.0% | +0.4% | -27.4% | -28.1% |
| YTD | -53.1% | -14.1% | -39.0% | -52.5% |
| 1Y | -52.8% | -29.6% | -23.1% | -50.0% |
| 3Y | -37.5% | -23.1% | -14.3% | -36.4% |
| 5Y | -71.1% | -8.9% | -62.2% | -72.2% |
| 10Y | -52.0% | +146.2% | -198.2% | -65.3% |
| All | +247.6% | +568.3% | -320.7% | +54.9% |
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 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