+5,623.1%
FLEX vs LEN
+3,206.7%
+2,416.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.2% | +8.8% | +10.8% |
| 7D | -7.2% | +0.6% | -7.8% | -8.0% |
| 30D | -34.8% | +19.4% | -54.2% | -40.0% |
| 3M | -35.6% | +4.5% | -40.1% | -38.0% |
| 6M | -45.0% | +4.9% | -49.9% | -47.4% |
| YTD | +29.4% | -8.9% | +38.3% | +30.3% |
| 1Y | +24.8% | -23.0% | +47.8% | +33.4% |
| 3Y | +304.4% | -16.7% | +321.1% | +303.1% |
| 5Y | +484.1% | -4.5% | +488.5% | +438.5% |
| 10Y | +640.4% | +162.2% | +478.3% | +326.0% |
| All | +5,623.1% | +3,206.7% | +2,416.4% | +671.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling