-55.8%
FISV vs LEN
-13.7%
-42.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +1.5% |
| 7D | -7.2% | -7.8% | +0.5% | -5.2% |
| 30D | -7.2% | -11.0% | +3.8% | -4.3% |
| 3M | -8.2% | -12.8% | +4.6% | -5.1% |
| 6M | -17.7% | -20.2% | +2.5% | -13.2% |
| YTD | -27.2% | -23.0% | -4.1% | -23.0% |
| 1Y | -63.0% | -41.8% | -21.2% | -57.5% |
| 3Y | -59.8% | -28.8% | -31.0% | -58.2% |
| 5Y | -55.8% | -12.6% | -43.2% | -61.0% |
| All | -55.8% | -13.7% | -42.1% | -61.0% |
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