-35.5%
FLNC vs LEN
-17.9%
-17.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.5% | -8.8% | -8.5% |
| 7D | -4.2% | -3.4% | -0.8% | -3.0% |
| 30D | -20.0% | -5.7% | -14.3% | -18.1% |
| 3M | -56.9% | -12.2% | -44.6% | -53.9% |
| 6M | -35.5% | -18.3% | -17.3% | -25.7% |
| All | -35.5% | -17.9% | -17.6% | -25.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling