+2,896.1%
FITB vs LEN
+10,533.4%
-7,637.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.2% |
| 7D | +0.6% | -3.2% | +3.8% | +1.9% |
| 30D | -4.7% | -4.9% | +0.2% | -3.1% |
| 3M | +6.7% | -8.5% | +15.2% | +9.6% |
| 6M | +12.6% | -20.7% | +33.2% | +22.0% |
| YTD | +19.1% | -17.4% | +36.5% | +26.1% |
| 1Y | +22.6% | -38.2% | +60.9% | +44.8% |
| 3Y | +127.1% | -24.9% | +152.0% | +141.4% |
| 5Y | +71.8% | -11.4% | +83.3% | +65.6% |
| 10Y | +287.2% | +110.0% | +177.1% | +142.9% |
| All | +2,896.1% | +10,533.4% | -7,637.3% | +467.2% |
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