+10,678.2%
FISV vs LEN
+10,125.0%
+553.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.8% | -0.2% | -3.2% |
| 7D | -1.6% | -2.9% | +1.3% | -0.9% |
| 30D | -3.0% | -8.9% | +5.9% | -1.0% |
| 3M | -3.5% | -10.9% | +7.4% | -1.4% |
| 6M | -19.4% | -19.7% | +0.3% | -16.0% |
| YTD | -24.3% | -20.6% | -3.7% | -21.2% |
| 1Y | -62.4% | -42.4% | -20.0% | -58.0% |
| 3Y | -58.2% | -26.5% | -31.6% | -56.5% |
| 5Y | -56.5% | -10.9% | -45.6% | -57.3% |
| 10Y | -0.5% | +100.6% | -101.2% | -21.7% |
| All | +10,678.2% | +10,125.0% | +553.2% | +3,828.4% |
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