-61.0%
FLNC vs LEN
-27.3%
-33.7%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | +1.2% |
| 7D | -4.1% | -4.8% | +0.7% | -1.5% |
| 30D | -24.8% | -6.6% | -18.2% | -22.0% |
| 3M | -59.1% | -15.7% | -43.4% | -55.2% |
| 6M | -42.0% | -16.6% | -25.3% | -36.0% |
| YTD | -49.8% | -21.3% | -28.5% | -43.1% |
| 1Y | +43.1% | -42.0% | +85.1% | +93.7% |
| 3Y | -61.0% | -27.9% | -33.0% | -58.8% |
| All | -61.0% | -27.3% | -33.7% | -58.8% |
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