+104.7%
FLEX vs LEN
-42.1%
+146.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.8% | +8.2% | +5.6% |
| 7D | +7.0% | -2.9% | +9.8% | +7.8% |
| 30D | -5.8% | -8.9% | +3.1% | -3.2% |
| 3M | -24.2% | -10.9% | -13.3% | -21.5% |
| 6M | +90.8% | -19.7% | +110.5% | +95.2% |
| YTD | +89.2% | -20.6% | +109.8% | +95.2% |
| 1Y | +104.7% | -42.4% | +147.1% | +99.5% |
| All | +104.7% | -42.1% | +146.8% | +99.5% |
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