+1,739.7%
FLUT vs LEN
+360.6%
+1,379.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.6% |
| 7D | +4.5% | -6.4% | +10.9% | +4.9% |
| 30D | +9.2% | +15.6% | -6.4% | +8.3% |
| 3M | -13.7% | -0.8% | -12.9% | -13.7% |
| 6M | -9.0% | +0.4% | -9.4% | -9.1% |
| YTD | -60.2% | -14.1% | -46.1% | -60.0% |
| 1Y | -63.1% | -29.6% | -33.5% | -62.6% |
| 3Y | -42.5% | -23.1% | -19.3% | -42.0% |
| 5Y | -47.6% | -8.9% | -38.7% | -47.7% |
| 10Y | -22.9% | +146.2% | -169.1% | -24.1% |
| All | +1,739.7% | +360.6% | +1,379.1% | +1,731.0% |
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