+2.0%
FISV vs LEN
+108.0%
-106.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.2% | +3.2% | +4.8% |
| 7D | -2.7% | -4.8% | +2.1% | -1.3% |
| 30D | 0.0% | -6.6% | +6.6% | +2.0% |
| 3M | -2.8% | -15.7% | +12.9% | +1.7% |
| 6M | -11.8% | -16.6% | +4.8% | -7.9% |
| YTD | -23.2% | -21.3% | -1.9% | -18.9% |
| 1Y | -62.0% | -42.0% | -20.0% | -56.0% |
| 3Y | -57.6% | -27.9% | -29.7% | -55.5% |
| 5Y | -53.4% | -10.7% | -42.7% | -55.5% |
| All | +2.0% | +108.0% | -106.1% | -32.1% |
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 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