+98.5%
FLEX vs LEN
-37.1%
+135.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.8% |
| 7D | -0.9% | -3.2% | +2.3% | +0.1% |
| 30D | -10.1% | -4.9% | -5.3% | -8.8% |
| 3M | -31.3% | -8.5% | -22.9% | -29.3% |
| 6M | +71.3% | -20.7% | +91.9% | +73.2% |
| YTD | +81.2% | -17.4% | +98.7% | +84.9% |
| 1Y | +98.5% | -38.2% | +136.7% | +95.6% |
| All | +98.5% | -37.1% | +135.6% | +95.6% |
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