+449.4%
FLEX vs LEN
-22.2%
+471.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -9.0% |
| 3M | -31.3% | -8.5% | -22.9% | -29.7% |
| 6M | +71.3% | -20.7% | +91.9% | +80.6% |
| YTD | +81.2% | -17.4% | +98.7% | +88.6% |
| 1Y | +98.5% | -38.2% | +136.7% | +120.7% |
| All | +449.4% | -22.2% | +471.6% | +416.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling