+284.0%
FITB vs LEN
+108.0%
+176.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.6% | -0.3% |
| 7D | -0.3% | -4.8% | +4.5% | +1.6% |
| 30D | -5.7% | -6.6% | +0.9% | -3.3% |
| 3M | +3.2% | -15.7% | +18.8% | +9.7% |
| 6M | +23.4% | -16.6% | +40.0% | +31.2% |
| YTD | +18.8% | -21.3% | +40.1% | +28.3% |
| 1Y | +25.0% | -42.0% | +67.0% | +52.4% |
| 3Y | +131.2% | -27.9% | +159.1% | +148.4% |
| 5Y | +70.7% | -10.7% | +81.4% | +60.7% |
| All | +284.0% | +108.0% | +176.0% | +127.1% |
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