+28.4%
FLEX vs LEN
-28.8%
+57.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.2% | +3.9% |
| 7D | +2.2% | -6.4% | +8.6% | +3.6% |
| 30D | -32.6% | +15.6% | -48.3% | -36.4% |
| 3M | -35.5% | -0.8% | -34.7% | -35.6% |
| 6M | -45.6% | +0.4% | -45.9% | -46.1% |
| YTD | +30.7% | -14.1% | +44.8% | +32.1% |
| 1Y | +28.4% | -29.6% | +58.0% | +31.6% |
| All | +28.4% | -28.8% | +57.1% | +31.6% |
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