+206.5%
FITB vs LEN
+136.9%
+69.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +2.8% | -5.8% | +8.5% | +5.1% |
| 30D | +9.8% | +13.7% | -3.9% | +3.7% |
| 3M | -5.2% | -3.9% | -1.3% | -4.7% |
| 6M | +17.3% | -0.4% | +17.7% | +15.4% |
| YTD | +19.3% | -16.8% | +36.1% | +24.9% |
| 1Y | +32.7% | -29.5% | +62.2% | +48.3% |
| 3Y | +141.6% | -25.6% | +167.2% | +154.5% |
| 5Y | +48.9% | -13.2% | +62.1% | +41.1% |
| All | +206.5% | +136.9% | +69.6% | +73.9% |
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 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