-71.6%
FLNC vs LEN
-11.2%
-60.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | +0.8% |
| 7D | -4.1% | -4.8% | +0.7% | -0.6% |
| 30D | -24.8% | -6.6% | -18.2% | -21.1% |
| 3M | -59.1% | -15.7% | -43.4% | -54.0% |
| 6M | -42.0% | -16.6% | -25.3% | -34.4% |
| YTD | -49.8% | -21.3% | -28.5% | -41.3% |
| 1Y | +43.1% | -42.0% | +85.1% | +110.1% |
| 3Y | -61.0% | -27.9% | -33.0% | -56.2% |
| All | -71.6% | -11.2% | -60.4% | -75.7% |
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