+2,895.1%
FITB vs LEN
+10,954.7%
-8,059.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -0.6% | -6.4% | +5.8% | +1.9% |
| 30D | +7.0% | +15.6% | -8.6% | +0.6% |
| 3M | -4.8% | -0.8% | -4.0% | -5.5% |
| 6M | +13.5% | +0.4% | +13.2% | +11.4% |
| YTD | +19.1% | -14.1% | +33.2% | +23.0% |
| 1Y | +30.8% | -29.6% | +60.4% | +45.7% |
| 3Y | +141.6% | -23.1% | +164.8% | +152.6% |
| 5Y | +48.3% | -8.9% | +57.2% | +40.1% |
| 10Y | +215.9% | +146.2% | +69.7% | +84.7% |
| All | +2,895.1% | +10,954.7% | -8,059.6% | +453.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling