+22.6%
FITB vs LEN
-37.1%
+59.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | +0.6% | -3.2% | +3.8% | +1.4% |
| 30D | -4.7% | -4.9% | +0.2% | -3.7% |
| 3M | +6.7% | -8.5% | +15.2% | +8.4% |
| 6M | +12.6% | -20.7% | +33.2% | +16.8% |
| YTD | +19.1% | -17.4% | +36.5% | +21.3% |
| 1Y | +22.6% | -38.2% | +60.9% | +30.9% |
| All | +22.6% | -37.1% | +59.7% | +30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling