+69.4%
FITB vs LEN
-11.0%
+80.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.2% | +0.7% |
| 7D | +2.8% | -2.9% | +5.7% | +3.9% |
| 30D | -4.5% | -8.9% | +4.3% | -1.5% |
| 3M | +5.7% | -10.9% | +16.6% | +9.3% |
| 6M | +17.1% | -19.7% | +36.8% | +25.4% |
| YTD | +18.3% | -20.6% | +38.9% | +26.2% |
| 1Y | +23.9% | -42.4% | +66.3% | +48.6% |
| 3Y | +131.1% | -26.5% | +157.6% | +142.3% |
| All | +69.4% | -11.0% | +80.5% | +54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling