+416.7%
FLEX vs LEN
-4.6%
+421.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.1% | +7.7% | +5.6% |
| 7D | -19.3% | +2.1% | -21.4% | -20.4% |
| 30D | -41.5% | +16.6% | -58.1% | -45.4% |
| 3M | -43.1% | +5.3% | -48.4% | -45.2% |
| 6M | -48.2% | -0.8% | -47.4% | -49.1% |
| YTD | +15.5% | -11.7% | +27.2% | +17.5% |
| 1Y | +10.2% | -24.6% | +34.8% | +18.0% |
| 3Y | +256.8% | -18.7% | +275.5% | +245.2% |
| All | +416.7% | -4.6% | +421.3% | +326.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling