+141.6%
FITB vs LEN
-25.9%
+167.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +2.8% | -5.8% | +8.5% | +4.6% |
| 30D | +9.8% | +13.7% | -3.9% | +5.1% |
| 3M | -5.2% | -3.9% | -1.3% | -4.6% |
| 6M | +17.3% | -0.4% | +17.7% | +15.9% |
| YTD | +19.3% | -16.8% | +36.1% | +23.7% |
| 1Y | +32.7% | -29.5% | +62.2% | +45.6% |
| 3Y | +141.6% | -25.6% | +167.2% | +107.0% |
| All | +141.6% | -25.9% | +167.4% | +107.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling