+693.0%
FN vs LEN
+136.9%
+556.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | 0.0% | -7.3% | -7.3% |
| 7D | +0.3% | -5.8% | +6.0% | +2.0% |
| 30D | -16.5% | +13.7% | -30.2% | -20.6% |
| 3M | -42.1% | -3.9% | -38.2% | -42.3% |
| 6M | -52.9% | -0.4% | -52.5% | -53.9% |
| YTD | -28.0% | -16.8% | -11.1% | -26.3% |
| 1Y | -18.5% | -29.5% | +11.0% | -12.7% |
| 3Y | +93.9% | -25.6% | +119.5% | +97.7% |
| 5Y | +170.5% | -13.2% | +183.7% | +155.5% |
| All | +693.0% | +136.9% | +556.1% | +401.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling