-72.3%
FLNC vs LEN
-13.1%
-59.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.5% | -0.7% | -1.5% |
| 7D | -5.0% | -7.8% | +2.8% | +0.8% |
| 30D | -26.1% | -11.0% | -15.1% | -19.5% |
| 3M | -55.2% | -12.8% | -42.4% | -50.9% |
| 6M | -42.6% | -20.2% | -22.4% | -32.9% |
| YTD | -51.0% | -23.0% | -28.0% | -41.7% |
| 1Y | +43.3% | -41.8% | +85.2% | +109.0% |
| 3Y | -63.4% | -28.8% | -34.6% | -58.7% |
| All | -72.3% | -13.1% | -59.2% | -75.9% |
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