+2,054.3%
FLUT vs LEN
+343.0%
+1,711.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.1% | -2.1% |
| 7D | -1.6% | -3.2% | +1.5% | -1.5% |
| 30D | +7.7% | -4.9% | +12.6% | +8.0% |
| 3M | -0.7% | -8.5% | +7.8% | -0.3% |
| 6M | -11.2% | -20.7% | +9.5% | -10.2% |
| YTD | -53.4% | -17.4% | -36.0% | -53.1% |
| 1Y | -65.8% | -38.2% | -27.5% | -65.0% |
| 3Y | -44.9% | -24.9% | -20.1% | -44.4% |
| 5Y | -49.7% | -11.4% | -38.2% | -49.7% |
| 10Y | -9.7% | +110.0% | -119.7% | -10.9% |
| All | +2,054.3% | +343.0% | +1,711.2% | +2,050.0% |
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