+25.0%
FLEX vs LEN
-21.9%
+46.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +7.1% | -19.4% | -13.6% |
| 7D | -17.0% | +10.5% | -27.4% | -19.2% |
| 30D | -33.8% | +24.6% | -58.5% | -38.5% |
| 3M | -39.0% | +6.6% | -45.7% | -40.1% |
| 6M | -15.9% | +10.6% | -26.5% | -18.1% |
| YTD | +27.8% | -8.3% | +36.1% | +27.5% |
| 1Y | +25.0% | -22.5% | +47.5% | +22.9% |
| All | +25.0% | -21.9% | +46.8% | +22.9% |
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