+644.7%
FLEX vs LEN
+136.8%
+507.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | +0.2% |
| 7D | +17.1% | -8.7% | +25.8% | +21.4% |
| 30D | -29.5% | +11.6% | -41.1% | -33.8% |
| 3M | -37.3% | -1.3% | -36.0% | -38.3% |
| 6M | -44.1% | -1.4% | -42.6% | -45.4% |
| YTD | +29.3% | -16.9% | +46.2% | +35.1% |
| 1Y | +24.2% | -31.2% | +55.3% | +39.7% |
| 3Y | +297.3% | -25.6% | +322.9% | +309.0% |
| 5Y | +446.2% | -13.3% | +459.4% | +405.0% |
| All | +644.7% | +136.8% | +507.9% | +306.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling