+25.0%
FITB vs LEN
-41.0%
+65.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.6% | 0.0% |
| 7D | -0.3% | -4.8% | +4.5% | +0.9% |
| 30D | -5.7% | -6.6% | +0.9% | -4.2% |
| 3M | +3.2% | -15.7% | +18.8% | +7.1% |
| 6M | +23.4% | -16.6% | +40.0% | +27.5% |
| YTD | +18.8% | -21.3% | +40.1% | +22.3% |
| 1Y | +25.0% | -42.0% | +67.0% | +38.1% |
| All | +25.0% | -41.0% | +65.9% | +38.1% |
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 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