-50.6%
FLUT vs LEN
-10.6%
-40.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.8% | -1.5% |
| 7D | -2.6% | -3.4% | +0.8% | -1.6% |
| 30D | +5.4% | -5.7% | +11.0% | +7.3% |
| 3M | -10.8% | -12.2% | +1.5% | -7.6% |
| 6M | -9.2% | -18.3% | +9.1% | -4.2% |
| YTD | -53.8% | -20.2% | -33.6% | -51.3% |
| 1Y | -66.0% | -40.1% | -25.9% | -60.8% |
| 3Y | -44.7% | -26.2% | -18.5% | -43.7% |
| 5Y | -50.6% | -9.8% | -40.7% | -55.4% |
| All | -50.6% | -10.6% | -40.0% | -55.4% |
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